Unless your doctor has told you that you are a high risk pregnancy, you can't harm your baby. It may be just because of your hormones (tissue becomes softer) and for some women, a tighter vagina, that it hurts. Some women never enjoy sex when they are pregnant and others find that it is the best thing ever. Everyone is different.
Like Lilly said, try for different positions and those that will have less penetration so that he doesn't hit your cervix quite as hard. Being on top is best for you because of your belly, but it is also the position for deepest penetration.
It will just take some tries to find out which position is the most comfortable for you. If there isn't any way to make do, there are so many other ways that you can show your love instead