First off, I would just like to tell you that I am really sorry that you have to even ask this question. By now, I am pretty sure that every time that you have sex, you are wondering, "when is this freakin' orgasm coming?!" Well, that may be the issue. The fact that you have not had an orgasm and you're always thinking about it, is what may be causing you to have further failed attempts to climax.
My advice is to forget about the fact that you have not had an orgasm. Remember, sex is not supposed to be a job, chore or duty. Sex is supposed to be fun and enjoyable. Remember to always communicate with your partner and explore together what stimulates you.
I hope this helps.