Well there could be a number of reasons for that:
* Maybe your partner doesn't know how to stimulate you the way you like/need to be (perhaps some subtle -- or not-so -- hints are in order).
* Maybe your partner didn't care about YOUR orgasm & was soley in it for his own needs.
* Maybe you were nervous and/or had something else on your mind for some reason & could not relax enough to enjoy the experience.
* Maybe you really weren't that attracted to your partner at some level (ie. you were only in it for the sex -- not a bad reason, but in this case maybe not enough) and therefore you couldn't get turned on enough to want to have an orgasm.
You haven't said how often this has happened before. If it's a one-off/infrequent incident, try not to worry about it. It happens to ALL guys. Contrary to how society and porn stereotypes us, we're not all sex machine ready to squirt at the first gentle breeze that brushes us. I would only be concerned if this happened on a steady basis, at which point I would consult a doctor.
Unfortunately, many young guys -- and some older ones too -- see an orgasm as the ONLY goal in having sex. Sometimes it's just about enjoying the person you're with, and ejaculation is secondary. Besides, there are many guys who would welcome a guy who doesn't cum the first time they have sex in a night -- there is something to be said for endurance :-)