She got hurt because she thought her vagina would make her last sex partner (I won't say boyfriend because he never was) want her the way she wanted him... so now, she is being very cautious and making sure that you're not just in it for the sex.
You've not even dated her a month yet. Give her time to trust you and more importantly trust herself that she won't do that same mistake again with you that she did with him.
Whoever is telling you about her and her so called "ex" you should tell to STFU that you don't care to hear about her past and if you do, you'll discuss it with her... not some third party. You can use your own words but they should mean the same thing.
.... and it shouldn't "break your heart" that you're being a good boyfriend nor should it that she's waiting to have sex with you. If you want a good girl who is discriminate with whom she beds then you're lucky enough to have met one that has learned from her mistakes.