Kleevage: Premature ejaculation is really just a guy coming before he wants to in most cases. Of course, there are other cases in which a guy really does just come seconds after or immediately upon penetration. Am I to understand that you seem to be having a problem that falls in the second category?
The thing is, if it's just a matter of coming before you want to, the best way to handle that is to work on desensitizing yourself. If your penis is used to coming from just one type of stimulation, vary it. Don't go for the most sensitive parts. If you usually use lube, try it dry. If you usually do it dry, use lube. Expose yourself to different forms of stimulation when you masturbate (but only do so safely) and you might build more tolerance.
If you're on any kind of meds, you need to check with a doctor. Antidepressents definitely can have sexual side-effects, from what I understand. From what I've read and heard, people who are on certain kinds of ADs can have a hard time climaxing. I imagine if that's the case, they might experience premature ejaculation once they stop taking them. You should check with your doctor.