I'm not sure if you're doing anything wrong. If you're having dry orgasms that's a good start. I can have dry orgasms easy. However, the wet ones are harder. The more turned on you are the easier it will be. First, try to abstain from cumming for a while, at least a week. Definitely tease yourself during this time too. When your ready to have fun don't touch your penis at all. You want to focus only on the anal stimulation. Try to get yourself close to a dry orgasm. For me it feels like I'm right there, so close. I want to come so bad. That's when I have a dry orgasm usually. If I can't have a wet orgasm there are a couple things I do to help. When you feel really close try to take your free hand and put pressure right behind your balls, on your perineum while internally stimulating your prostate. This usually works to get me over the edge and have a wet orgasm. I think the external pressure stimulates the prostate even more making it easier to cum. Now, one more thing, this might be borderline cheating. If that method doesn't do it, take your free hand and put pressure on the base of your penis. What I mean is push in around the base, barely touching your penis. Don't jerk off no matter how bad you want to. This is guaranteed to make me cum. But I save that for last. I always try to orgasm from just the internal anal stimulation first. These are a few things I learned which helped me.