Extreme nervousness on the internet with meeting new people!!!?

Hi, I meet people on chat rooms (gay people like me) and start chatting to them.They are all my age and when the conversation reaches a climax, they ask for my MSN or Skype and I lie saying I dont have them or dont know what they are... I get really nervous and I dont know why. Is there something wrong with me? My family know Im gay if that helps :)