Well ive red alot of sex advice stuff, and I actually found out that it is a bad idea to think of other stuff while having sex, because in the long run in can lead to impotence.
Also most guys there first time ever having sex with a girl will reach climax within like 2 minutes of penetration.
I to have a problem of climaxing early on while masturbating. Use the Start & Stop technique. When you feel you are going to cum, stop for about 30 seconds, then start again and repeat this process for about 5 times. Also you may want to look up information on the net it has very good information on helping people with problems.