Masturbation?

Okay, I'm horny all the time. I was in a sexually active relationship that ended about a month ago and I've been so sexually frustrated. It even affects my moods. Everytime I ask about it, I get told that I should masturbate! I've never fingered myself before, I can't bring myself to do it. The only form of masturbation I've done is rubbing my clit against something. But I can't bring pleasure to myself at all, I just end up giving up. I really like sex, I'm not gonna lie. But I'm not the type to hook up with some random guy so I really need a solution. I hear some girls say they can even get themselves off by masturbating, and that would really be helpful. Do you have any tips about masturbating? How to make myself orgasm?