I've gotten incredibly lucky with a man that does understand, you aren't going to climax every time. I use to be afraid of sex, one of the biggest reasons was thinking that I couldn't climax, it just had never happened. But I do love it now, thanks to a certain man (xp). For me I still have times when I freeze up mentally and it takes a bit to get to that point, just because I have a mind block over it and well when I do go over its a lot and it makes me feel bad/shy/embarrassed sometimes. He just laughs it off.
We have had some amazing moments, with neither of us climaxing. At first I thought I had done something wrong when he would pull away without releasing, but after talking it through I've happily accepted you don't have to every time, its not the end all be all of being together, its just a perk when it does happen. I did fake it for awhile when we first got together, I was too nervous and wrapped up in my own head space, he could get me to that peak but I would always hold back, afraid of what would happen if I did, thinking I couldn't. I honestly thought there was something inside me that was 'broken'. He broke through that a few months ago though, and has been very supportive, yet stubborn about it. So no more faking, just enjoying.