Pee or Orgasm?!

Minnie • 19/England🌟
In my three years of being sexually active I have NEVER orgasmed (I know) because I've never been able to get there, either with a partner or by myself. My legs shake loads and I feel the 'building up' sensation but then it all feels too much and I just can't get there. 
My friend suggested me trying again to get myself there and at first I thought I squirted but then it just felt like I was peeing and so the mood was completely gone. I went to the loo before I started to make sure I didn't pee or have the worry that I would but it still happened? Where am I going wrong?