Women vary greatly in how easy they find it to reach orgasm. The majority cannot achieve orgasm from penetration alone - they need direct stimulation of the clitoris. This can be done by a hand, by a toy such as a vibrator or a clit stimulator that is attached to a ring at the base of his shaft.
Are you able to reach orgasm on your own, through masturbation?
The best way is probably to rub your clit yourself during sex - experiment with different positions to find which works best for you doing this. Once you've got that sorted, you could try having him rub you (now he's seen how you do it), or using toys like I suggested.
no theres nothing wrong with you, you just need to figure out what really does it for ya. try some different positions or maybe a toy of some kind.