Well...
1) They tend to be a bit tighter in heat. If this is the first time you've actually penetrated her, she's going to be very tight.
2) When it come to doggie girls, it's best that you learn stretching exercises with them. Which is a bit of a technique on it's own. I can try to break them down for you, but if your not careful and mis-aim you can really hurt your girl.
3) Like dogluver mentioned, how big are you, how big is she, and how many heat cycles has she had?
4) Be extra careful, if she's way too tight for you, you're likely too big for her at the moment. If you're not careful you could potentially cause her unnecessary injury.