Shyguy, forgive me for echoing what others have already said, but I want to wrap up the best pieces of advice that have already been given (as judged by me, of course!) into one neat package.
(And everyone else, please mentally translate "girl" in my post into "woman" as you wish. The OP is young and I don't want to start a debate about whether college-age women should ever be called "girls". My girlfriends (platonic) are in their 30's and 40's, and they call themselves girls.)
First, Shyguy, you have had sex (BJ). Your performance anxiety seems to apply only to vaginal intercourse, as the advice columnists so clinically call it. The best advice I've heard in this situation comes from Dan Savage, who would tell you to "take vaginal intercourse off the menu" the next time you have sex with a girl. Tell her you don't want to do that right away, but you'll do everything else. It will take the pressure off of you. After a few times having sex with her, you'll find yourself hard and wanting that particular act, and with luck she will want it, too.
Second, you have had some success in dating, even if you've arranged your dates mostly online versus talking to a stranger. There are middle grounds between the two, though. You can meet girls through mutual friends, by going to parties, and by doing things that you enjoy.
On that last point: Whether you join a club, play in a sports league, learn to paint, or whatever, you should do these things because they are fun. A nice side effect is that you will meet new people. Make friends with the women, whether or not you want to date them. Make friends with the guys, too. These people all have friends. If you enlarge your social circle to include these people, you will meet their friends. This is a proven approach to finding people to date!
Third, you may be anxious/afraid because you are hoping for a long-term relationship with the girl you are with, and you are putting pressure on yourself to perform well as a result. Solution: Have all manner of sex with girls you are attracted to but with whom you don't envision an LTR developing. (Be honest with them, of course, that by hooking up with them, you are looking for mutual pleasure and fun and not expecting more.)
Last, there are great drugs today for depression and anxiety. While I loathe the "just take a pill" mentality that prevails these days, you may (like so many others) benefit from getting a diagnosis and treatment. Wide_dick has it right that anxiety and depression can go together.
Assuming you made it this far, thanks for reading this long-winded post. :smile:
And, good luck!
HB