A large percentage of women are unable to orgasm (15-20%, I believe). Usually, it has to do with inadequate clitoral stimulation or psychological factors (stress, don't adequately trust partner, etc.) Birth control pills are often a problem. Hormonal inbalances and can cause you to have more difficulty reaching orgasm.
You should see a doctor to have your hormone levels tested to rule out physical reasons, and be sure you are receiving adequate clitoral stimulation.
Also (maybe most importantly) can you reach orgasm via masturbation?
Relax... I'll need some information first. Just the basic facts - can you show me where it hurts?