Help! Legs are shaking!!

I'm with a new partner, and we're crazy about eachother. The sex is great only during foreplay my legs start shaking and then my body, he says its normal, and that he knows I'm enjoying it by the way my legs shake and to focus on the enjoyment of it and not of my legs shaking. But I can't once I realise my legs are shaking, I hold out for a bit but once my whole body starts I have to get him to stop. I do enjoy it just, I'm not sure about the shaking. I've never had an orgasm before and my partner wants to give me one, but after doing research I know that I'm never going to have one if I can't get past the leg shaking  :( help I feel like a complete failure to me and my partner.