I can't orgasm?

My boyfriend and I have been together for four months+ now, he's my first boyfriend and my first sexual partner too. 
I have only ever orgasmed once but even then I still have no idea if I did?! 
I can't orgasm and I can't cum either! 
Is anyone else like this? Does this just mean I'm more stubborn or what? 
I'm 19 years old and he's 18 years old and he's previously had sex with other women and I think it's starting to get to him that I can never reach it :(