Different types of orgasm?

So when I masturbate and orgasm it's always through clitorus stimulation, but my boyfriend likes to finger me and when I'm getting close it feels like I have to pee and I stop him every time but it only feels like this when he's fingering me. So am I about to pee or squirt or is it just a different type of orgasm that feels differently? I have never orgasmed through fingering (also a virgin)