i guess there are two things you can do:

1) take the guilty feelings to indicate that you don't really want to be having sex yet. so... work on not having sex.
2) take the guilty feelings to indicate that you have issues with guilt. so... try and figure out where your guilty feelings are coming from and work on changing them.

some people have sexual hang ups where they feel guilty about sex even when they are married and even when they are older.

other people have sexual hang ups in particular situations and their guilty feelings are letting them know that they really are doing something that goes against values that they would prefer to hold onto (all things considered).

i think the culture in the USA is a little different from where I'm from... but in australasia 19 isn't considered to be young. the legal age of consent here is 16 - though i suppose people might well say that 16 or 17 is a bit young - especially when it is outside the context of a loving and fairly long term relationship. i don't know, though. i think it can take a bit to figure out what is right for you.

same goes for the marriage thing, i guess. suppose you were to break up and not get married. would you regret having slept with this person or would you look back on it as a nice memory of some good times that you have had feeling connected with another person?