Hi!
I don't think that you are immature or stupid to want a baby at all!
Now, that said... If you want to have a baby and you are with the man you want to spend your life with, than why not get married before you get pregnant and start a family? A baby puts a lot of strain on a relationship, and it would be good if he is really committed enough to exchange vows.
Talk to your bf about how much you want a baby and see what he says... if he really doesn't want one than this is not a good idea. If he does want one than get married and have one!
Every situation is different... so you need to make the right decisions for your circumstances. But I don't think that it's a good idea to purposely get pregnant out of wedlock.
Keep us updated!

Hugs!