Stress during sex: how do I avoid it?

I cannot orgasm through penetration and everytime I try rubbing my clit or my fiancé tries to I can never get there. I feel like I put so stress on myself to do it and don't know exactly how to tell him what to do without killing the mood. I get off every time I masturbate but during actual sex I freak out and feel like I can't do it for some reason. How do you focus on the feeling and not so much about how long it takes or if it will happen? I try to think about him and how much I love him and how good it feels but then I stress that I'm taking too long, my body looks weird, he keeps moving from where it feels good so then it takes even longer, etc. I try to explain to him that I don't need to get off to enjoy sex but he always beats himself up over the fact that I am impossible to make orgasm and says he feels less of a man. Help please!