Theres a number of reasons why you aren't feeling anything. Size makes a difference.. maybe its too small?
Maybe its the position you are doing it in?
Try doing the cowgirl position. Its when the guy lays on his back and you straddle him with both legs on either side of his.
Not only does it go deep down into you, it also stimulates most of your spots.
You could also try doggie style but have his penis go into your vagina instead of rectal.
That makes the vagina tightier and he can penetrate deeper and have more control.