Actually having an orgasm on the massage isnt such a rare thing. Also its not such a big deal. Women are much more sensitive to pleasant touches (everywhere, not just erotogenic zones). It also shows very deep state of relaxation. Most masseuses don't really mind, for some it is even a nice compliment to their skill. Also If you are't overly shy you should try go all the way and try some kind of erotic massage. I would recommend you tanric one, because its extremely relaxing and it takes relatively long time for you to reach a climax. Quality depends on the place. Here in Prague we have many awesome ones.