Have you gone to any couples therapy together? I think that that's going to be key to make the marriage work. It sounds like the two of you are coming from 2 different mind sets and experiences and it's going to take a lot of work on both of you to make the marriage to work.

Also, I think you need to let your fiancé know that it hurts when he jokes around...if he won't try to be understanding of what you are dealing with you really have to determine if he is really someone you are willing to commit to.