In all honesty, I don't believe this is a physical problem. This sounds completely mental in nature.

From my experience, the fact that she doesn't masturbate or never has, says it all. This tends to show that she has some mental inhibitions about her sexuality. Some where along the way, she learned that masturbation is a "no-no" or "Dirty" Which has left her timid mess, when it comes to sex.

Also, as you said, she has never had an orgasm. She told you this, which means she obviously focuses on it quite a bit, even more so during sexual contact. And that alone is enough to keep her from ever having one. If she is forever thinking about it and trying, she'll never have one. Sex has become a task. She is not trying to have an orgasm, to feel pleasure. She's trying to have an orgasm to feel "normal". Thats entirely too much pressure for her. She needs to be relaxed, she needs to know that it doesn't have to end in a mind blowing orgasm to be "normal" or "good". Be there for her, talk to her, do what she wants, when she wants it and how she wants it. Communication.... . If something feels good to her have her let you know. When it hurts, have her tell you and stop. Try not to make an issue out of the failure of orgasm, make an issue of all that was good. Tell her how she makes you feel, become vulnerable and perhaps she will feel a little less inhibited.


"I'm beginning to think that maybe there's something very wrong with her."

There are so many things that can happen in ones life, comepletly un related, that will later in return, complicate ones sexuality. Maybe its nothing, but You have no idea what might of happened to this poor girl in the past. Whatever the case may be, it's not her fault. And there is nothing seriously wrong with her, there is something seriously wrong with the society that did this to her

If you truely care for this girl, be sensitive and patient.

P.S.
"And it's certainly not as though I don't know what I'm doing"

Don't be so sure of your self, maybe you really don't know what you're doing with this particular girl. Not all women are the same. They are not a road map, nor do they come with instructions. When one thinks you are great, the other could very well feel the complete opposite.