When you say the warm-up I assume you are talking about stretching and not the warming procedure? First, you don’t want to be erect when you are doing your stretches. Trying to stretch your erect penis could cause damage. So if it happens that you become erect, rest a minute and let it go limp before stretching anymore. You’ll have some blood flow to the penis, but it should never be totally erect.
Your penis may be over sensitive, I don’t know? Maybe put it in your mind you are only taking a piss. I know, it sounds retarded because it’s a totally different situation. Yet, it could help, I don’t know? I can’t really give any advice on that because I haven’t experienced a full erection while doing my stretches, yet.
As for the jelq you only want to be semi-erect when doing it. Some have told me about 60%. So if you are only semi-erect when jelqing, that’s good. That’s where you want to be.
Good Luck!