If you'd like to make amazing improvements in both your sexual endurance and your overall stamina with any physical activity, improve your level of fitness. Fitness also helps psychologically. You learn to focus your attention on what your doing and performing the exercise. The same skill is what you'll need to make your woman cum!
To last a long time in bed you need to be focusing on her pleasure and really watching the responses of her body. You'll find by close observation that she doesn't always need to have you jackhammering away in there so you can be passionate without blowing your load in 5 minutes.
You'll find that the more you start to extend your ability to have sex, like fitness or sport, you will only get better with time. As you start to practice you'll be able to last long and longer and eventually premature ejaculation will be a thing of the past!