Orgasms

Okay so whenever my boyfriend & foreplay & he goes down on me, it feels amazing. When I feel like I'm close to the big O, I don't think it ever comes. I feel really good, then I just feel relaxed. Is that what it feels like to orgasm or is something wrong?
Then another topic, whenever my boyfriend & I have sex, it doesn't feel good for me. Could there be a reason why or things we can do to improve it?