Normally my advice would be practice, practice, and more practice keeping your legs as high in the air, for as long as possible. When you describe vaginal intercourse as "less painful" I'm not sure how good that advice is. This should not be a painful experience, and most especially when you are attempting conception. If you haven't seen an OBGYN or other health care professional to determine the reason for the pain, I believe that's the best advice I can give.
Don't interpert my answer to mean you should stop trying. When my wife told me she was pregnant we were elated, but I was still a little skeptical and continued practicing for months and months every chance I got. I didn't truly believe it until she started showing, and since we wanted another child I then started practicing for the next pregnancy. For us guys, it's a little like football, tennis or golf, we're always seeking perfection and we just can't practice enough. It always works best if you enjoy these practice sessions also so here's hoping you can solve this problem.