Try and stimulate yourself without the intent to reach an orgasm. Think of the process as a sexual meditation. During the masturbation process just try to keep yourself stimulated for as long as possible, with your focus being only on the idea of driving a woman to orgasm during intercourse. Through doing this you're going to become much more comfortable with yourself sexually, and much more aware of your sexual boundaries when it comes for the big bang.
Do kegel exercises! For those who don't know what a kegel exercise is, the exercise consists of tightening the pelvic muscles that can cease the flow of urine. Try stopping mid pee and take note of the muscle group you feel tighten. Repeat this exercise during your own time and build strength and stamina easily by holding for ten seconds, and repeating as much as you can.
Try and pinpoint where your sexual anxiety, if you don't have any think again, comes from. We all have insecurity in bed, and yours likely stems from an ex, a past sexual experience, or from the medias portrayal of what a man should be able to provide to a woman. No matter what, remember that you are sharing an intimate moment with a woman who wants to share herself with you. There is nothing more special than that, and because of this the pressure is not on. Sex is not about pressure. Sex is about pleasure, and you have to learn to let yourself experience that.
All in all, these tips could help you or they could be completely useless. It is all what you make it. So please don't let yourself fall victim to what you think you should be, or what others tell you to be. "Cumming" to conclusions has never helped anyone, and that is not going to change now! Take control of your sexual destiny, and reach a state of sexual ecstasy.