What causes the female dog to make a yelping noise like she is in pain when being mated?

My female dog was outside last night and we didn't realize she was in heat until we heard her "yelping" and chased the male dog away from her. Could she be pregnant, in other words, at what stage is it painful for a female dog. The male dog was chased away as soon as we heard her.
Answers:
I dont see how you didnt notice ur female was in heat, you would notice blood. Unless she is an outdoor dog; but if that is the case why on earth do you even have a dog? Anyway here is ur answer:
If she is still bleeding and is yelping, its because she is not ready to mate and the male keeps trying. If she is still bleeding, most likely she is not pregnant. And if they didn't tie then most likely she is not pregnant.
Now if she is not bleeding then he probably hurt her or she is just not wanting it is all.