Can't orgasm!! Send help!

The only way I've ever been able to orgasm is by masturbating. I've been with over a dozen guys, but they've never been able to get me off. I'm starting to see this guy and we've had sex a couple times, and it feels good but it doesn't make anything happen. Just last night he said he wanted to get me to cum, we tried but it didn't happen. I hate it because I want to actually cum and I don't want him feeling bad. I also seem to have an issue staying wet. When we're just messing around and kissing and shit I have no problem getting wet, but after we have sex for a little bit, I get progressively drier. Any help would be appreciated!