In the same boat as you nokia. Don't know how to go about telling anyone as feel so embarrassed.
Not an unusual problem! Most likely over-excited and over-stimulated. A few suggestions:
Have a good long foreplay, try to get her to orgasm through oral and/or manual stimulation before you penetrate her. This won't help you last any longer, but at least she'll have had one orgasm before you've had yours, so she will be more satisfied.
Have sex twice. The first one will be over quickly, but if you can get hard again half an hour later then the second time you should last rather longer. Or you could try masturbating an hour or two before you expect to have sex.
If you feel yourself starting to approach orgasm, stop thrusting. Just stay in her; maybe grind your hips around a bit, but no in-out. Or pull out of her and give her some oral or something until the about-to-come feeling subsides.