To put it short, sex is great, but there are risks involved. First of all, a woman can become pregnant, even if the doesn't want to and then you can catch a sexually transmitted disease (STD).
So if you don't want to deal with these really tough situations, a condom is all you need!
Some advice:
use a condom once. NEVER use the same condom twice!
the active partner should put the condom on before there's any contact between the penis and the other partner's body. Fluids released from the penis even very early on in sex can cause pregnancy or transmit an STD;
do not open the condom wrapper with your teeth - this can cause tiny rips in the condom;
the active partner should unroll the condom a little over the top of the penis and make sure the roll is on the outside;
make sure you pinch the end to squeeze any air out, in case there's any air trapped in the condom, that can cause it to break;
firmly roll the condom down as far as you can;
do not use oil based lubricants, because they can weaken the condom. Use just water-based lubricants:
if a condom breaks while you're having sex, stop right away and put a new condom on;
the active partner should hold the base of the condom after ejaculation when pulling out.
