This is a common problem with men. In Chinese Medicine terms, the kidneys are usually considered weak and thus are at least a partial cause of this problem. Of course a major cause is also anxiety. Other factors are inexperience or not having had sex for a while or even your partner.
You need to address all or as many of these as possible. As a start, I would advise that you masturbate and try not to come. This is very important. you need to practice it by yourself and make sure that you get yourself used to masturbating for as long as possible, without actually coming. If you feel like you are coming, then try the following exercise: As you are about to come, swallow your saliva, lock your chin on to your chest and push your stomach out and hold it there. You need to practice this a few times, but you will find that after a while, it is a very useful tool for stopping you from coming too early.
Once you have mastered the elongated masturbation and the above technique, you can very easily put it into practice during sex.
In terms of psychologically, you must get the idea of coming during sex out of your head. try to concentrate on your partner's need than yourself. Remember that you are NOT TO COME during sex. Have that as your plan and it will help. Make foreplay a big part of your sexual experience and don't have fear of stopping if you really think you are about to come. Sex is not about performing at an astonishing rate for hours. Sex is about prolonged pleasure and if you can prolong the pleasure by slowing down, then slow down.
In terms of strengthening the kidneys, you may want to see a Chinese Herbalist. They will be able to take your Pulse (Chinese Pulse) and advise you on the right herbs to take. Early ejaculation is a problem for many men, but I assure you that it is not a life-long problem and can be conquered. You just need to get your mind-set right and take it easy.
As a final note, your partner may well be a contributing factor. Some partners are not very understanding and can make you even more anxious. Make sure this is not the case. You need someone to put you at ease and help you relax and not be too anxious about your performance.
If you have too much stress in your life, you need to eradicate it. Yoga and relaxation exercises will be good. Running is good too as a destresser. Good luck.