He's never finished...

My boyfriend and I have been together for almost five months now and we've started having sex fairly recently. We've also messed around, but neither of us have ever orgasmed with each other yet. We're both pretty new to this (we were both virgins when we started dating), but I feel like I'm doing something wrong... Like (it was stupid looking back on it), we've even had sex without a condom... And I've never made him cum. Please, any advice?