Why can't I get pregnant?

A little background. I haven't had a period in forever. I am extremely active "in the bedroom" and I don't use "protection," but no luck. I've been trying and praying for a child, but nothing has worked! I've talked to my doctor and he says I have nothing to worry about, but that psychologist might be useful. I don't know, I don't think I'm crazy and neither does my husband. Also, my penis hurts sometimes. What can I do !?!?!?! Is it ADES?!?!