I am surprise you have walmart in NY...
Try using a jelly lubricant. I find it sticks better and you don't have to keep re-applying it. Wal-Mart has their Equate brand, and their lubricant "Equate Personal Lubrication Jelly" works really well.
Foreplay might help, too. It will help your natural vaginal lubrication get going, and possibly make sex a little bit more pleasurable.