The clitoris is packed with nerve endings and stimulating it "wrong" does end up producing a sensation that feels more painful than pleasureable. For example, when I am highly aroused I can't bear having the tip of my clit stimulated directly. It makes me want to shoot through the bedboard and isnt very nice. It isn't just females who experience this. Males can also become "hyper sensitive" and find it too intense to have certain areas stimulated at certain times.
I highly, highly recommend that you experiment with your own body. Most of us learn what feels good through masturbation and we pass that info to a partner. Although, even those of us who know how to please ourselves can struggle with a partner due to pressure, anxiety etc we put on ourselves. Reaching orgasm (esp for females) often requires that the mind is in the right place, as well as the body, so I really recommend playing with yourself when alone.
It will be a slow process, but if you start touching yourself and figuring out what you like, from movements, to pressure, when to speed up or slow down, when to avoid touching certain areas etc, in a relaxed, non pressure environment, you may find you learn much more about what you need. Each of us gets off in different ways, in different positions, with different sensations.
If you are stimulating your clitoris and it becomes almost painfully intense, back away a little. Many women actually prefer to rub the side of the clitoris than touching the tip directly. You could try this. You should also try lubricant. I am really serious about the lube...it completely changes the sensation, removing any friction or drag that can rub sensitive women up the wrong way. I highy recommend Yes oil based lube for female masturbation, as it has been designed to be used on women (Avoid oil based lubes that contain mineral oils, perfumes and such) This lube will keep slippery for a longgg time, unlike water based. You could also try silicone lube. Water based is good, but needs constant re-application unless you get quite wet (water reactivates water based lube). Seriously - I struggle not to go shooting through the headboard when he stimulates me without lube, but with lube, it is much more comfortable.
If you are highly sensitive, try stimulating yourself reeeeally slow and gentle. Let yourself build up over a long period of time. Set an hour aside to have a nice bath for example. Try touching different areas of your clitoris, to find a place where you are still building up, but its not so intense that you can't stand it. As soon as that sensation rises, move your fingers/vibrator to a less sensitive spot, like the shaft of your clitoris. You could even try keeping your legs closed and using a flat, lubed hand, slide back and forth over your labia and vagnial entrance. Your clitoris will be covered by your lips and so won't suffer any intense shocks if it gets touched the wrong way. I can orgasm from this alone. I am also very sensitive.
Also try having your partner/yourself touching you with a barrier between fingers and clit. A good way to do this is to leave your pants on and rub over the top.
It sounds to me like you are highly sensitive and stimulation is almost too much for you. As you approach orgasm, it should feel intense but not painfully intense. You know, as a sensitive female myself, I can tell you something else no one really tells you: Your mind plays a HUGE part in it. For example, if I am TOTALLY in the mood and not worrying or niggling about anything, direct stimulation feels good, but within minutes of my mind wandering and me starting to worry or force it, it begins to feel almost painful and I have to stop. I can't stress enough how important it is to really BE in the right frame of mind and this is one reason I highly suggest masturbating alone as often as you can/feel like it. When you are not worrying about pleasuring another person, you can truly relax and focus just on you. It doesn't matter how long it takes and if it doesn't happen, you don't feel like you are letting a partner down.
1) Buy some lubricant
2) Experiment as much as possible alone
3) Try many different techniques and back off if it starts becoming painfully intense
4) Get in the right mindset (One where you have NO worries or pressure
5) Play with yourself without trying to orgasm (remove that pressure. Focusing on "Am I Close" or "Should I have climaxed by now" etc will put a block between your mind and body)
6) Once you have a better idea what feels truly good, rather than almost painful, show him. It can even vary day to day. Don't be afraid to speak up and say "slower" "Left a bit" etc.
It could take months to learn, maybe longer so please do not stress yourself and try and see the positive in every session (I felt like I got closer today!) and push the negative thoughts out. If nothing happens you can go see a doctor, but please note that your issue is surprisingly common and I highly doubt anything is physically wrong with you. For most of us women, it is psychological. Many of us (even the ones who orgasmed before) can have days or weeks where we struggle. Google anorgasmia and learn all you can about it and how common it is and understand you are most likely completely normal and just haven't figured out what works for you yet and haven't learned to relax enough yet.
Good luck!