Game, I'm not a guy, but I'm interested in medical and physical matters. From what I've read, this is a fairly common problem, and it results from getting in the early--and not at all helpful--habit of rushing to reach climax when you're first experimenting sexually on your own. This makes sense to me as a mom because teenaged boys tend to be hasty anyway and because they often don't have enough privacy or time--or are worried about being caught--to take the necessary time to learn to control their sexual response.

So basically you've got to relearn that response, first on your own, and then incorporate those new techniques with your partner. Read this article that I'm linking below. Go over it slowly and carefully. Then read it again. It talks all about the phases of arousal and gives you some good tips on how to begin to overcome this problem (no pun intended there with "overcome"!). Good luck to you!
http://www.webmd.com/content/article/53/61404.htm