Bernice:  They aren't being pollenated.. if you don't have enough bees and other flying insects that would pollenate you would need to get a can of polenater usually found at your Nurseries and Farming stores.. it is usually in spray bottles.. if that isn't the case then you might not have enough male orange trees around.. funny as it sounds that might be another solution.. I know plum trees need the male tree around to produce.. 

ScarletRose: thanks Cathy :)........Im really baffled :)

Bernice:  I know how frustrating it is.. one year Dan was having to get out in the mornings and pollenate the squash plants.. I learned a lot that year..