I think that Jessjazzi has a really good point. If I understand correctly, you do not have an issue in achieving an erection. So, it doesn't sound like there is a physical problem. But, a mental block can be just as debilitating. And, the more that you stress about it, the more of a problem you are likely to have.
In order to address the pregnancy issue, you should use some form of birth control. As for the other potential issues, I suggest following the advice given for performance anxiety in this post :
http://www.medhelp.org/posts/Erection-Concerns/cant-get-over-performance-anxiety/show/1393986
Finally, if I misunderstood, and you are having difficulty in obtaining an erection, even without your fiance present, you may want to see a doctor, just to confirm that there are no physical issues. This would also be a good idea, if you just want to put yourself at ease.
If all else fails, then you may want to consult with a therapist who specializes in such matters. I would suggest bringing your fiance, as well, since this is an issue that impacts both of you. It would also help if she was aware of the causes of such things, and how to help you work through them.
By the way, you are FAR from alone in this! Have a look in the Erection Concerns portion of this site. Lots of guys have a similar issue, at some point in their lives.
Best of luck!