Why can't I orgasm?

Hey girlys!
So, I need some help/advice! I've had two sexual partners, and I'm still with my second. The only problem is I've never ever in my life been able to orgasm and I don't know why! 
Being fingered is uncomfortable for me, and the first few seconds of sex always hurt a little. Then afterwards I'm so sore down there for a good week and a bit! 
He does nothing wrong, I just can't seem to do it! 
HELP!