There are quite a few things you can do. I'd suggest you try changing positions; woman on top is supposed to help you to last longer. You can also try the start and stop technique, try masturbation prior to having sex if that's okay with you. Some other suggestions include inflicting natural pain, distracting your thoughts while having sex etc. There's also manuals and stuff if you're interested. I've found some help at http://www.estopprematureejaculation.com
It may be of interest to you as well.