orgasms go away

Hello

I know you must get hundreds of questions - your reputation even here in the UK is amazing. I have never been able to orgasm through sex or masturbation. I rarely try with my fingers but even when I try with a vibrator - nothing. What happens is that I get to the point when I feel 'contractions' - like something is going to happen and then the feeling goes away. I have been to psychosexual councelling briefly - but was told that there was nothing wrong and had no further sessions. This really is having a massive effect on my life - I feel like I have sex out of duty because I don't get anything out of it - and I just don't feel normal. And most of all I feel like I am missing out on something amazing. As i get to the 'point' - I just need to go that extra few steps. I really hope it is nothing physical - I just don't know. Please help me!