Orgasm probs

So I'm with my current partner for about seven months. Although I enjoy our sex, I've never orgasmed, as far as I can tell. I'm not too bothered by that, but the other day he asked me if I'd ever done it & I felt bad telling him no. But I did. 
Anyway, I'm not sure if I've ever even orgasmed while masturbating, but it feels the best when it's indirect pressure on my clit (like kneeling and grinding sort of deal) & I'm not sure how to translate this sort of pleasure to sex? Any time he touches my clit it just hurts. Any advice??