You can do Kegal Exercises. Kegals strengthen the PC or pubicocus(sp) muscle. Basically what you do is isolate the muscle that you use to stop peeing midstream. Once you know which muscle to "tighten" you can do sets of them clenching, holding, then releasing. Once you've strengthened the PC muscle you will have better control over your orgasms, they will be longer and more intense. There are also some breathing exercises that when combined with Kegals that will allow you to seperate your orgasm and your ejaculation. Once you are able to controll your ejaculation you will be able to become multiorgasmic.
For more information either do a web search on Kegals or look for the book,<I>The Multi-Orgasmic Man</I> by Mantak Chia.