It has been 9 years since I have had sex, it very painful to have anything inside me.
What can I do to change this??

See your doctor!

Sex should not be painful if you are aroused and willing. There is something wrong, and a doctor's visit could help you.

Are you having just like, preliminary pain when you first put something in? Or is it painful the whole time?

I agree that you should see your doctor. You want to make sure there is nothing serious going on. Are you taking any medications? If so, make sure to tell the doctor too. Hopefully, you are just fine. The doctor can also give you info about different options to treat this. Good luck!

Hm, Is it that your vagina feels too tight? Does deep thrusting cause pain? No lubrication? There is a big difference between discomfort and pain. Is there any bleeding? Any fibroids?

I think you have to go to your gyne right away.

I have been to the doctor, she says to relax and use plenty of lubrication. It hunts upon penetration. And the Dr. said since it's been so long I need to stretch my vagina. Any ideas on how to accomplish that?

You can do special exercises to help with that. Also, many adult shops sell pelvic exercisers which is a lot like a dildo, only designed differently. Also, when you are having sex, relax and enjoy it. Your vaginal muscles won't contract if you are tense. So, look online for pelvic stretching exercises and maybe visit an adult shop to buy pelvic exercisers and relax!

Hm, I am of the opinion that good sex doesn't come naturally, not for the virgin on her honeymoon(and well after), nor for those who haven't had sex for many years.

Do you have a positive attitude to having sex with this man? Can you talk to the man about what you need in order to loosen up, or are you shy? Are you tense because you are worried about what he thinks of your body? Can you think of any other anxiety producing thoughts going through your head?

It has been 9 years since I have had sex, it very painful to have anything inside me.
What can I do to change this????If your doctor says everything is fine, then the word is Lubrication. After menopause you are drier... KY Jelly ( or similar product) can be your friend.