One of the most common complaints of women is failure to reach orgasm during coitus. This is not surprising. Coitus is one of the clumsiest ways to stimulate a woman. While coitus does provide an atmosphere that can be highly arousing, emotionally satisfying and erotic, the degree of stimulation to the woman's clitoral area is nothing compared to direct manipulation. Stimulation is limited to the traction of the clitoral hood by the thrusting penis (or dildo), and some pressure by the pelvic bone to the clitoral hood. Unless the woman has a very low threshold for clitoral stimulation, it is almost ludicrous to think that mere penile-vaginal intercourse is sufficient for an orgasm.

Given the fact that most women will never orgasm through coitus alone, do not worry. Many techniques exist to facilitate a woman having an orgasm and having great sex!

To increase stimulation to a woman's clitoral area during coitus, there are several options:

Increase the pressure from the male's pelvic bone, exerted onto the female's clitoral hood. In other words, do a little bit of grinding. Try moving up and down or side to side. During this period of experimentation, communication between the two of you will be extremely important (i.e. "too hard, too soft, ooh - I like it better this way, and yep - that sure feels good").
While the woman is in the top position, assuming full control of all the movements, the man should lie flat on his back, pelvic tilted upward, stomach muscles tightened and back flat against the ground, and lay perfectly still. He then should take his right thumb (if he is right-handed) and place it approximately halfway between his bellybutton and penis. This way as his partner thrusts forward, her clitoris will rub against his finger. Many women find this extra stimulation pleasurable, especially because her thrusting motion controls the degree of stimulation that she will receive.
Maintaining the same positions, with woman on top, man on bottom, the woman should remain perfectly still. Please note, while she is on top, she should tense her inner thigh muscles and her vagina should fully engulf the man's penis. In this position, the man can easily apply direct manipulation/stimulation to her clitoris with his hand. To increase the stimulation, the woman (only after 5 minutes) could SLOWLY rotate her hips, and/or move her vagina up and down along the shaft of his penis.
The woman can masturbate. She can masturbate from any sexual position. Probably, the easiest thing to do in the beginning is to have the man and woman both lie still, so that the woman begins her masturbation, with his penis deep inside of her - without the distraction of movements. Then as her excitement begins to increase, they both can slowly resume their coitus movements.
There are MANY more ways to combine manual stimulation with intercourse. But the basic gist is this: whatever sexual position the two of you are in, be it doggie-style, side-by-side, missionary, or sitting, take a moment and stop mid-position. Then take turns stimulating the clitoral area. As the two of you acclimate to this additional form of stimulation, and have figured out how to minimize the awkwardness of whatever position the two of you happen to be in at the moment, increase the pelvic thrusting motions.
For the more adventurous and willing to be focused on pure female pleasure . . . The woman lies on the bottom, legs tightly held together. The man lies on top, legs spread out. Instead of being directly in line with her, the man should be at a slight diagonal. In other words, one foot should be closer to her, than his other foot. In addition, his head should be 6 inches to the right (or left, depending on which diagonal he is on) and his head should be about 1 foot above her head (so that her head reaches his shoulder). This position is designed to enhance female clitoral stimulation. It does so by maximizing the rubbing potential between the male pelvic bone and the female clitoris.