Can't Orgasm?

So i've been seeing this guy for a little while now and out of all the times we've fooled around, i've never once finished. I'm not mad at him for it and even though I always manage to get him off he can never get me there. I always tell him it's okay and he always tries really hard but I think it's really starting to bother him that I never orgasm. It's not that what he's doing doesn't feel good, or that I never give him any directions when he's doing something right, I just can't ever seem to get there with him but I can when I'm alone? Any advice? I always thoroughly enjoy myself when i'm with him and i got very close last time but it still hasn't happened for me yet and i'm starting to feel self conscious and he's starting to feel guilty. What can I do to make sure I get there next time?