help!

So I've been sexually active since I was 16 and have never been able to finish with a partner. I'm now 18 with my fiancé of two years and we've started trying new things to help me get there. But sometimes the feeling is extremely strong when we use a vibrator or whatnot on my clitorous and I always want to immediately make it stop but I can't help but think that if I were to tuff it out then maybe that would help release the built up tension. Anyone have any thoughts? Ideas?