ORGASM!!!! HELP

Help! 
I've been having sex with my boyfriend for around a year but I've never had an orgasm - I've been close soooo many times. I think there is something wrong with me because when he's doing oral on me / fingering then I get so close and feel that something is about to happen and it feels amazing but it as if feels too good that it hurts and I  have to tell him to stop. 
How can I get an orgasm?????? Please help. 

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