First time was halfway through one of the Indiana Jones movies. I don't remember which one it was, we started makin out about 5 minutes in so my attention was ahem, elsewhere.
Not a first time story, but a couple years ago the same chick and I rented Prisoner of Azkaban. Started getting it on during the credits, then the DVD automatically went to the special features menu. The same music played over and over and that damned talking head kept saying something ("Mind your head"? Dude, I'm tryin!) for like half an hour before either of us could be bothered enough to turn it off.