I've not really thought about it but yes she is right. I do get the urge to close and straighted my legs. But can orgasm without doing so
There are some sexual positions out there that include the female keeping there legs shut, entering her behind is probably gonna be your best approach. Play around with positions make it part of you sex life you never know you both might have fun
Also, i know you might find this a little embarasing, but read some womans magazines that have articles about improving sex/orgasms
hope this helps