Not an expert here but you ejaculate while putting it on? Is this correct? If so how much foreplay is involved before you put it on? Are you playing around then when you feel close you decide to put it on? Or just before intercourse? Is she putting it on you or are you doing it?
Sorry for the questions but it seems like you're saying the sensation of putting on the condom is enough to bring you to orgasm.
Maybe try a thicker style. Less feeling for you but that doesn't seem to be your problem. Put it on as soon as you are erect. Less foreplay on you and more on her. (She'll love you for that one. <IMG SRC="http://www.healthboards.com/ubb/biggrin.gif"> )
It's possible the end of the condom, or ring as I call it, as it rolls down is what is giving you this problem. Roll it down slowly, if you feel the orgasm starting stop, wait for the feeling to go away then roll it down some more.
If you can answer some of the questions maybe we can help you better.