I don't think you are messed up since you aren't harming anybody.
I believe in the "distress/harm doctrine", as I have come to call it: If it's causing you distress and/or it's harming others, there is a problem.
I myself am plushophiliac, which is considered by some a branch of zoophilia, but for others it is a totally distinct thing. At first I was distressed a little by the act itself, but I have come to accept it more, and the only thing that bothers me is how people view it.
You mentioned how you felt tempted to act on this fantasy, which wouldn't be a good idea considering you can get caught red handed. You seem to be a sensitive person and not someone who wants to harm others. If you feel really bothered by this, consult a therapist.