watching while you rub- help please!

The guy I've been having sex with (no attachments) has asked me if I'd rub myself while he watches as its a huge turn on for him and he'd "die". I want to please him but I'm insecure and that situation would make me uncomfortable. Not only that, but I can't get myself there unless I'm using some sort of device (vibrator) so it'd be awkward when I'm not even really pleasuring myself just sitting there playing with my vag while he watches. What should I do? Give me your advice and your stories too please!