Everyone's right. You need to relax. The problem is how to do that? Well if you notice when you're not alone, performance anxiety is never an issue. It only became an issue a month after you started getting more emotionally attached to the new girl.
The problem isn't the emotional attachment itself, but the fear of getting attached and becoming vulnerable to getting hurt again. Three months might seem like enough time to get over the heartache of breaking up with your fiance, but if the relationship was a serious as you say, it sounds like you still need some time to process what she meant to you and what happened between you before you can fully trust and love someone else with ALL of you.
Unfortunately performance anxiety only exacerbates performance anxiety. Don't worry about what hypothetical future girlfriends would think about your performance. Focus on healing your heartache, making friends, and being ok with being by yourself for awhile. When the right woman comes along, take things slowly. Don't be in such a rush to bed her. Build up the trust and the affection, and when it's right you won't be thinking about what you're afraid of, but how much you love and want to make love to this woman.
As for the latest Ex, any girl who'd leave you over sex clearly isn't worth keeping.