That is most likely because you were well lubricated when he did it. Or you are stressing your hymen due to the angle.
Why do you not just rub your clitoris until you orgasm? That is the way most women orgasm. Your clitoris was made for giving you sexual pleasure. It has only one function, and no other part of either the female or male anatomy is better equipped to give orgasms. The overwhelming majority of women masturbate to orgasm by rubbing their clitoris.
Kristi is right -- you do need to be well lubricated before doing much masturbation with your vaginal lips. So, best way is to take your time. Relax in bed and let your imagination explore possibities and fantasies. Just let your hands glide over your body in any way that feel good. It can be exciting to just have panties on, nothing else. Enjoy the feeling of your breasts, your tummy, your inner thighs. Notice the little rush you feel when you lift and separate your legs a little bit. Notice how your nipples start to get hard, and see how they feel. Glide over your clit as you enjoy your fantasy -- at first from the outside of your panties, and then let your hand find its way inside. As you get into it, spend more time on your clit and slip off your panties. Eventually, you'll feel very lubricated -- that's the time to let your fingers explore the lips. Separate them very gently, feel the warmth and moistness. Do everything slowly and tenderly. You will be able to put your fingers farther in with practice -- no hurry. At first, just do a little bit; after practicing awhile, try going farther, but retreat at the first sign of discomfort. Enjoy!