shadxterra, Your clitoris is the center point of your sexual pleasure. It is the only organ in humans that has the single minded purpose of sexual pleasure and orgasm. Its the most nerve rich organ you can find.
When you masturbate, that is what you are stimulating.
Four things can get between you and your orgasm during intercourse:
1) Time - Your partner does not spend enough time warming you up and stimulating you and ejaculates before you are ready. If he is a rapid or premature ejaculator, you will need to find another way to orgasm before he penetrates you. Fingering, masturbation, oral sex, vibrator/dildo or humping are all possibilities. Once you orgasmed, he can enter you.
2) Anatomy - I know this might sound obscure but research have shown that the distance between your vaginal opening and your clitoris (C-V distance) has an effect. If it is less than an inch (25 mm), you are almost guaranteed an orgasm. If it is around 1 inch (25mm), you might sometimes have an orgasm. If it is longer than 1 inch (25 mm), you will very seldom have a natural orgasm. It is just as simple as that. If your clitoris is not close enough to his penis during penetration, it does not get stimulated enough for you to climax. That does not mean you have to give up and are doomed to sex without an orgasm, just that you will have to take special care to get you to an orgasm. (See technique)
3) Technique - You have to find a position where your clitoris will get enough stimulation to make you orgasm. A few options exist. Use the google and look for 'coital alignment technique' (aka C.A.T.) on the interwebs. CAT is a specialized sexual position that is almost guaranteed to rock your world. As it is an advanced technique, it is not meant for one night stands but couples in a steady relationship. Or, find a position where either you or your partner can get a hand/finger to your clitoris while he is inside you and rub it. You on top or doggy is ideal. With you on top there are also a host of other advantages, you control the pace, the depth and the angle. You can grind your clitoris on his pubic bone by shifting the angle and action.
4) You have some psychological problem - you had bad sex, an unwanted sexual encounter, had a bad experience during sex. You might also be afraid of showing yourself as vulnerable to him, you might think it makes you look like a 'bad' girl if you enjoy yourself and take charge of your own pleasure. You might be afraid of getting and STD or getting pregnant. Seek help to overcome this.
A good quality water based personal lube will always improve the love making. Always.
Make sure that you are comfortable with your own body and sexuality and do not be afraid of what he might think of you. He is there to pleasure himself and you, just like you are there for the same reasons. Masturbate in front of him so that he can see how you like to be touched, speed, pace, where and how long. It might feel strange to do that but he will find it highly erotic and it will do his understanding of your sexual response cycle the world of good.
Lastly communication is of the utmost importance. If you can not convey your sexual needs and desires to him, you are a spectator, not a participant and you cannot expect to reach an orgasm. You need to communicate with him in a positive not criticizing way. If he values you, he will want for you to orgasm as much as you want it for yourself.
And never ever fake an orgasm.
Best of luck!