As part of training you need to learn the ability to walk away from a masturbation session without ejaculating.
During an orgasm, the lateral orbitofrontal cortex shuts down, a cocktail of happy chemicals are released, and it feels really, really good. A study published in the Journal of Neuroscience said that a man's brain during orgasm looks very similar to that of a person taking heroin.
There is nothing wrong with having an orgasm! But its important to notice the addictive qualities they can have.. that will help you understand why you crave them once you start masturbating. This awareness will be a big part of your premature ejaculation treatment.
For help conquering ejaculation addiction check out arousal control and use the Porn hack!