I wish to know the actual way of making love,having sex?

i have been trying to conceive from past few years, but not happening, also i m not too sure whether my hubby is making love correctly? i mean i just checked one of the site, where it shows where the vagina is, but till date he is used to put his sperm in the urethral opening , as this was the smallest one so we thought that this is the vagina? so are we correct in doing this or is there any chance of getting any infection or something, i m too shy to let my hubby know about this, what do i do and how do i know whether the next time that we are having sex it is correct or not? i want a proper answer from a professional doc if possible. pl help.