Probably not.

If you can masturbate to orgasm relatively quickly, you are most unlikely to have an ejaculation-related problem requiring treatment by a doctor. It's also very unlikely that your girlfriend's vagina is too loose to make you come. Vaginas are extremely elastic orifices, and unless your penis is extremely small - as in small enough to have made you take it to a doctor - you should be able to fit together smoothly and effectively. 

Perhaps you have only recently given the gift of your virginity, or perhaps you haven't shared sex for a long time, and perhaps you (either your mind or your body) have never learned, or forgotten, about having an orgasm through penetrative sex
I know it is widely believed that if one masturbates in only one particular way over a long period of time it can become the only easy way one can reach orgasm, so perhaps this is what is happening to you.

If you and your partner are like most couples who speak about this problem, your partner will find this a lot more psychologically difficult to cope with than you will. She will be feeling guilty for not being able to "make you come" and sad and worried that you are not coming, or not coming easily because you don't really love her, or don't desire her, or because her hair's the wrong colour or generally laying the self blame on pretty thickly. You'll need to be sensitive of her feelings while dealing with this, and at the same time demand she be sensitive of yours. Just saying "It doesn't matter" won't tell her insides anything. You'll really have to work hard to get the message across, in all likelihood.

The problem is likely to resolve itself given time and familiarity with your partner. And in the meantime, you and your partner could consider finishing the love making session in a way that combines your manual stimulation of yourself with the loving touch of your partner. 
It's a very pleasurable experience in itself and sort of a way of screaming triumphantly at the universe "Hah! You wouldn't let me come in her but did I cry or get mad? NO! I did it like THIS and I LIKED it! So take THAT!!"

cf When sex hurts (men)

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