Okay, I'll play the opposite end of the spectrum here, since everyone else seems to be saying to go for it. I'll provide a little perspective.
I can totally understand enjoying the risk, and also wanting to show off that you have someone that you can do this stuff with.
However despite all that, sex is still a very personal thing for me. My fiance and I are both very possessive of each other and we enjoy each other's possessiveness. I don't want other people to see her like that because she's mine, and I don't want other people to see me like that because I'm hers.
So if it's not your thing, it's not your thing. You may want to at least go along with it a bit more and see if it's only rookie nervousness that's not letting you enjoy it, but if you find that you still aren't enjoying things after a bit, let her know.