Heavy/deep breathing definitely helps to lasting longer in bed. Letting out a moan or two works wonders. Try it!
What most people don't know is that if you have just recently become sexually active (for the first time) premature ejaculation is normal. After a while (6 months to a year or two) you will get used to it, and you will develop your own tricks to controlling your pleasure. It takes time.
Also, doing pelvic muscle exercises does not help in everyone's case. I believe most premature ejaculation problem ties in with emotional/mental well-being. If you are not comfortable with this girl, you will have a hard time controlling yourself. It might be her sexual past or something about her you don't like. Finally, if you're overstressed from work or school, it can cause you to lose control as well.
One thing you guys should know about is that this is not a "problem" per say. Genetically speaking, there is no purpose or function to lasting longer. In fact, if you had trouble ejaculating in the stone-age days, your chances of successfully having offsprings were minimal.
The key to having good (or great) sex, in my opinion, is to stop thinking about the genitals and concentrate on your body as a whole.
Tip: Ask the girl to massage your neck, shoulders and back while you're going at it (missionary position is good in this scenario). This one works real well for me. You guys should try this one out, it relaxes you like crazy.