i would have to say that they guy isn't doing it right
sorry. If you can have an orgasm from masterbation then there is nothing wrong with your body. another problem may be just that you don't feel comfortable with the guys your with so you can't really relax enough to enjoy it. Every guy i had been with before didn't really know what he was doing either. alot of guys are turned on by girls that take the lead and know how to show them how to make you come. so it shouldn't be weird if you try manual stimulation during sex, doggy style and women on top are good positions for it.