So it would break his heart if you told him that he was not making you orgasm, but it would not break his heart if you sleep with someone else?
Lying about having an orgasm is about the worst thing that you can do in this situation. If your man does not know that you are not being satisfied, then how can he ever change that? If he does not know, then he will keep doing things the same way. If you are mature enough to have sex then you have to be mature enough to be able to communicate about sex.
Many women don't have orgasms during sex. If you can't, it isn't the end of the world. Keep experimenting, communicate, and see what works for you. Everyone is a little bit different. Guide him if you notice that something feels better or seems to be getting you close to having one. If you don't end up having them during sex, then explore other options. Learn about your body and about where you like to be stimulated the most.