If you're in some sort of relationship with someone you trust, then you may as well go for it as long as you feel comfortable with it, and know something about safe sex/birth control. The thing is, you could have the best no-sex-before-marriage relationship, but then find that you are completely sexually incompatible after you get married, years later. This is a bigger deal than you might realise-it can wreck a relationship, despite both people loving each other very much.
Besides, when did Jesus say you can't have sex before you're wed? I've read the gospels through and through and I only see him telling people not to go to church and that money is the wrong way to go. I need somebody of faith to explain that one to me.