The Big O

okay i’m a shy girl and very self conscious so with that being said i have never had an orgasm during sex or in front of a partner. I know that i have been close a few times but i always make him stop. Most recently my boyfriend and I were having very wonderful sex and i started to feel it building up, the sensation is almost like i need to pee really bad and every thrust is like being closer to where i can’t hold it. I’m not sure if it means i’m going to “squirt” but it terrifies me. I NEVER feel this sensation when i’m just masturbating, it is only with penetration. So can someone explain and maybe help calm my feelings & irrational fear about it?