No clitoral stimulation during sex?

So my boyfriend and I have just recently started having sex and usually when I masturbate I can only orgasm with clitoral stimulation but whenever my boyfriend is penetrating me if he tries to play with my clit I feel nothing? Like no pleasure at all, just feels like he's rubbing my arm or something. Granted, the last time we had sex I actually had my first pentrative orgasm and usually I feel no want to orgasm after he's finished even if I haven't but sometimes I just wanna play with myself while we're having sex and it just doesn't seem to work. I was just wondering if anyone else has experienced this and what they do to help/what they do instead?