To put it bluntly, yes, you are sinning. You have bought into satan's lie that it's alright to have sex so long as you're in a committed relationship. What you have done is robbed yourself and your girlfriend of the wonderful sexual relationship God designed to be enjoyed only within the confines of marriage. Does it feel good? Of course, the Bible never claims it doesn't; however, there are so many verses about why pre-marital sex is frowned upon by God:
[font=Arial, Helvetica]"What comes out of a man is what makes him 'unclean.' For from within, out of men's hearts, come evil thoughts, sexual immorality, theft, murder, adultery, greed, malice, deceit, lewdness, envy, slander, arrogance and folly. All these evils come from inside and make a man 'unclean.'" (NIV, Mark 7:20-23)
[/font][font=Arial, Helvetica]Do you not know that the wicked will not inherit the kingdom of God? Do not be deceived: Neither the sexually immoral nor idolaters nor adulterers nor male prostitutes nor homosexual offenders nor thieves nor the greedy nor drunkards nor slanderers nor swindlers will inherit the kingdom of God. And that is what some of you were. But you were washed, you were sanctified, you were justified in the name of the Lord Jesus Christ and by the Spirit of our God. (NIV, 1st Corinthians 6:9-11)
[/font][font=Arial, Helvetica]It is God's will that you should be sanctified: that you should avoid sexual immorality; that each of you should learn to control his own body in a way that is holy and honorable, not in passionate lust like the heathen, who do not know God; (NIV, 1 Thessalonians 4:3-5)
[/font]The body, however, is not for immorality, but for the Lord, and the Lord is for the body; God raised the Lord and will also raise us by his power. Do you not know that your bodies are members of Christ? Shall I then take Christ's members and make them the members of a prostitute? Of course not! - 1 Corinthians 6:13-15
This is the will of God, your holiness: that you refrain from immorality, that each of you know how to acquire a wife for himself in holiness and honor, not in lustful passion as do those who do not know God. For God did not call us to impurity but to holiness. Therefore, whoever disregards this, disregards not a human being but God... 1 Thessalonians 4:3-8
The NIV translation has, for whatever reason, substituted what the original text said "fornication" with "sexual immorality". Fornication is having sex out of wedlock.