Sometimes, when guys are accoustomed to masturbating very roughly, or by a method (such as humping the sheets) other than the traditional dick-in-hand, they find it impossible to orgasm from the soft touch of a vagina. In these cases, the solution is to retrain yourself through gentle masturbation to respond to softer and softer stimulation. Save it up for a several days till you're really horny, then jack yourself with the lightest, gentlest stroke that will do the job. Keep doing this until you learn to cum from a soft touch.
Your earlier statement that jelking felt soooo good makes me suspect that you might be into rough stimulation. Jelking, done right, shouldn't provide very much pleasure. It's done with a largely flaccid penis, not fully erect. I don't think it's even possible to cum from proper jelking alone. Some authorities suggest that one shouldn't even mastubate after a jelking session is done, but to save it for a separate time of day.
So, have you been masturbating roughly or trying to combine jelking and masturbation? If so, maybe you've trained yourself to cum only from a kind of stimulation that no vagina was designed to deliver. Retrain yourself as suggested above.
If none of this seems to fit your situation, then I'd say that the problem is in your head--something like guilt, shyness, or nerves short-circuiting your satisfaction.