A few paragraphs from by blog - "Cumming, Ready or Not" - might be helpful here.
The first thing to understand is that men generally come to climax far quicker than women. This gives rise to the familiar picture of the man rolling over and going to sleep. As far as Mother Nature is concerned the job is done! Not so for the woman who begins to think ‘is that all there is to it’? If that realization dawns, what can be done about it?
Well, in my practice I encounter a lot of this disparity between the sexes. My maxim, somewhat basically stated is, that the trouser fly stays zipped up or the pyjama cord stays tied, until the woman has orgasmed. Now that’s simplistic of course, they are probably in bed and he hasn’t got his trousers on. But what it means is that the man must recognize the disparity in arousal times and take steps to even this up.
One of the best ways is that he brings her to orgasm either manually or orally. Then it’s his turn and the very great likelihood is that she will orgasm again. Another way is that he masturbates, or preferably is masturbated by his partner an hour or so earlier, so that the urgency will be lessened when they come to intercourse.
Premature ejaculation is a curse in a loving relationship - Much fun is made of it but it's no laughing matter, particularly for the woman. Go to any GP and you're likely told to ' think of something other than making love - work for instance' - or if you're very lucky you might get advice on the squeeze technique which Susie alludes to. Problem is the first one might put you off sex altogether and the second needs really conscious effort which is likely to trip your anxiety button even quicker and destroy the loving.
Main thing is to take the pressure off - either physically in terms of actually orgasming some time before copulating, or mentally in terms of not letting it get to you. If you satisfy the lady first, then it matters less if you fire off early - even that relief from worry will help.
Don't bother with the delay creams or spray which are often recommended - especially by the seller! Yes, they will slow you down, perhaps to the point where you don't cum at all and you retire exhausted. But remember too that they will delay the womans climax too because she will get a share of them from your penis. If you use condoms then you could obviously shield her from that effect but the spray might wreck the condom.
Final tip - stop worrying - its a killer!