DH and I made a deal - I'd take his surname if he wore a ring. We were both resisting these points so it was a good compromise for us.
Have you ever investigated why sex is painful for you? I'm assuming you mean physically painful? There might be a medical issue that needs addressing such as endometriosis - getting it corrected might really help. But as said above, I think you should also explore counselling. If your DH won't go, do it for yourself. If he starts seeing a change in you it might encourage him to participate.