I have had much the same problem in the past. For me the cure was to join a monthly house party group where we saw the same dozen couples in a quiet setting month after month. Once I got used to being in sexual situations with other women my troubles went away.
I still have a problem every once in a while the first time I am with someone new. The prettier she is, the more likely I am to have an attack of first time nerves.

Yes ladies, a limp penis CAN be a compliment
The most important thing is to have fun. If the little soldier happens to be AWOL one night, you can still make a lady very happy with your tongue and fingers and charm and wit. If you don't get upset, and do your best to make her happy anyhow she'll probably be up for a rematch some other time when you aren't so stressed.