When you masturbate, how firmly do you grab your cock? If it's a death grip every time, it could make it difficult to have an orgasm from more subtle sensations.
Agree - try a polyisoprene condom if possible. Maybe find a provider that uses a receptive partner condom aka female condom?
Read this:
http://www.thestranger.com/seattle/SavageLove?oid=14968
I don't know what constitutes as a death grip, but when I masturbate I'm usually stroking the shaft instead of the head or I'm using masturbators so I don't think I'm in the death grip situation? Plus I do ejaculate sometimes when I'm with my SO so its probably a combination of years of internet porn (porn addiction) and performance anxiety (from what I read at yourbrainonporn.com) and the condom issue.
Sometimes my SO tells me I'm a bit rough when I'm really going at it, she's a small girl but I'm an average size (6-7 inches?) we spend a lot of time with foreplay so she's sufficiently wet. But the reason behind the pain she feels from what she tells me is that we don't have sex a lot (2-3 times a month) so she feels extra tight and that she's not used to the size of my penis between weeks. I guess my brain has been wired to limit my exertion during intercourse and worrying if I'm hurting the one I'm sleeping with (performance anxiety?).