Are There Any Exercises to Loosen Up for Sex?

Dear Dr. Betty,
I'm one of a few women I know who have rarely been able to experience painless sex. In all my frustration I've seen countless GPs & specialists - they've all given me the same standard (but unhelpful) advice that I need to try other positions, or I need more lubrication. At the moment, I might as well be having sex in a olympic pool of olive oil.