Oh 2012. Whether or not we all die in a cleansing ball of fire, I'm glad that the threat of mass extinction is helping everyone get their orgasm ducks in a row.
To answer your question, yes, there are women who don't orgasm, but their numbers are relatively small. Sometimes it's a physical issue and sometimes it's a psychological issue, but that doesn't really matter because you don't sound like one of those ladies to me. Because ok, dreading having sex with your boyfriend? Not good. Very not good. I'm seeing a lot of problems here.
First off, sure, everyone has their own sex preferences but "to the point with no foreplay" is not so much a stylistic choice as a dick move. If you're not sexually attracted to this guy, and he won't do any foreplay and doesn't seem to care that he's fucking you until you are sore? Maybe not a keeper? Just a thought.
In any case, you seriously need to get acquainted with a product known as lube. You can even buy it at the drug store. Smear some of that goo on before sex and that will help with the chafing. Some people produce more secretions than others, but it really sounds like maybe you are not turned on at all, which would explain the extreme dryness. Like, it's not just that you can't orgasm—it seems like you have no desire for sex at all, and take no pleasure in it. Which, if that's true, maybe you need to think about whether you are actually interested in having sex. If not, that's ok, you might be asexual. There is more info and resources at asexuality.org, if that is something you are curious about.
But if you are into sex, it sounds like you need some solo exploration time to figure out what gets you off. Get some lube and a vibrator and see what feels good. Focus, be present with yourself, have fun with your body. Even if this dude is trying to get you off, unless you tell him what you like, he's going to be fumbling in the dark. And you can't tell him what you like until you know it yourself. So go and do some masturbation homework, figure out what does it for you, and then sit this guy down and tell him what's what.