i think it depends on the woman. I had a GF who only had an orgasm when I fondled/kiss/licked her breasts.

My wife can orgasm during intercourse or via oral. She doesn't particularly like it when I use my finger.

I am not positive but I think the most sensitive spot is her clitoris so sticking your finger all the way in probably doesn't do much for her to get her off.
Make sure your finger nails aren't sharp long and jagged.

what works for one woman won't neccessarily work for another cos everyone is different. you just gotta find out what she likes. personally fingersing does nothing for me. i get off on sex and oral sex.

what mike said is true, if by fingering you mean sticking your fingers in and out of her, this is unlikely to bring her to orgasm because most women orgasm by clitoral stimulation. the clitoris is *extremely* sensitive though - more so than a man's penis - so you have to be gentle. try using some lube or spit to keep things nice and slippery. ask her if she would like it slower, faster, gentler, harder. it's all about communication.

maybe you should look into oral as well.