Hi everyone. I have lurked for awhile and never posted, but in this instance, I think I can be of some assistance.
Anyway, hitchcock, don't less this get to you man. I didn't have sex for the first time until later in life, and to my surprise, discovered that I had the same problem with delayed (or simply nonexistent) climax that you are having. It took me about seven or eight tries (including some marathon sessions that ended up with me feeling ashamed and my girlfriend finally giving up and acting shi**y about everything) before I finally got off. By that point, I had made myself a nervous wreck, and couldn't hide it when we were together. I'd get off, and she would berate me for "looking nervous" and ruining everything.
I tell you that so that I can tell you this. The root of the problem was partially my fault and partially her fault. I didn't understand that other guys have this problem, and I really let it get me down. This affected my entire relationship and psyche, which created a vicious cycle that made the problem even worse. I was pretty damn AFC about the whole thing and it still pisses me off to think about it. But that's life and it was a learning experience.
BUT, there is a flipside. This woman treated me like s**t a lot of the time and was very unaffectionate and cold (I should have dumped her ass, but that's a whole 'nother story). So I was always nervous in her presence and felt like I was being judged every time we jumped in bed (and I WAS being judged, I suppose). To make matters worse, subsequent experience informs me that she was a terrible lay. She was very insecure about her body and always wanted pitch-black darkness when we had sex. And she basically lay there like a stone, happily accepting foreplay and oral, but acting like it was a chore to return the favor. She was also terrible kisser, and basically did nothing to arouse me. On the rare occasion when she TRIED, I had no trouble getting off. So I realized that it wasn't just me.
Sorry this is so long. Here is my advice: first, don't let it get to you. Seriously. Yes, it sucks, but it isn't the end of the world. I've had it happen one time since, and because I chose to deal with it nonchalantly (and because I made sure my girlfriend at the time really enjoyed herself) it was absolutely no big deal. Second, really think about whether you are getting what YOU need from her. If you are not, that may be a bigger part of the problem than you think. And I'm not talking about a little foreplay here and there. I'm talking about serious, crazy, "I want you so bad I'll die if I don't have you" foreplay.
As to how to get the girl to do that, I will send you to more skilled posters. I'm a work in progress myself and don't feel qualified to speak on that yet.
I hope that helps.