Well, sex is sort of like that...you get all excited and have this big blast of neurochemicals and then...well, thud, that's all, folks. But a lot of people just feel a kind of pleasant relaxed "coming down" afterward. You may have some issues about guilt mixed in with sex...did you get messages growing up that sex was a bad thing?

Maybe talking the feelings through with a therapist would help. You might just need to become more comfortable with your sexual self, who at the moment might seem kind of alien. As in, you finish and think "Who WAS that person I just was, anyway...?"