This all varies with the woman, but towards the end of your pregnancy sex will get more and more uncomfortable. Also, after the baby's born, you'll need to abstain for 6 weeks or so. So, he is going to have to get used to the idea of being cut off for awhile sometime soon here. It's one of the prices he has to pay for giving you that baby.
That said, sex is husband-maintenance. They need it, usually more than you do. That doesn't mean you can't say no, but compromise is in order. He doesn't have to get it whenever he wants, but you should probably try to give it a little more than you're really in the mood for. Not if it's hurting you, though.
Communication can help the situation. He probably doesn't understand what's going on with you sex-wise right now. Tell him how you're feeling. How you're not in the mood and it's getting uncomfortable. Assure him that you still think he's sexy, but that you're not feeling yourself right now. Perhaps you can experiment with positions and he can try to be more gentle. Even experiment with other things that don't require penetration? Okay, that's as far as I'll go with that description. TMI :)
Good luck.