This is sadly a VERY common problem, although you will be hard-pressed to get many males to admit it.
Yes, you will need to teach yourself how to orgasm on your own before he can do it for you. Do you masturbate? If not, you need to start so you can figure out what will "get you there". You may want to try out a vibrator. however, I warn you: once you have figured out how to do it with a vibrator, DON'T over-use it, or your guy will never be able to do it for you. Once you are familiar with the way the build-up feels, you will be better able to instruct your guy about what to do.
BTW - have you tried oral sex with him? Many women can't get off any other way.
Relax... I'll need some information first. Just the basic facts - can you show me where it hurts?