There are 2 ways you can look at your dream, and they are both similar.
First, you are all parts of the dream - the cheating, your boyfriend, your girlfriend and sex. If you really think/write about each component you may find the answer.
Second, identify each component - cheating, boyfriend, girlfriend, sex, sex in front of you and anything else that is a constant in your dreams.
With each component write down single words that each is saying to/about you. Once you complete that, write short sentences that each of these is telling you.
Using the cheating as an example (understanding that I know nothing about your situation so this is just my take on it).

Cheating - wrong, let down, unloved, sinful (if you're religious), uncommitted, hurt, ...

What is "cheating" saying to you - You (actually meaning you) are wrong. You can't trust you. You'll never really know if you are the one.

Then finally the outcome, your thoughts (in this case mine): He seems to have changed, but I'm not sure I can trust him. I want to trust him, but I have a nagging feeling I'm not listening to my own intuition. I don't want to be alone and at least I have him. But I will never truly feel, deep down, that he is totally committed to me. I need to have a heart to heart with him. If he won't participate or turns this into what I did wrong then I know my answer, that he is not committed to me or our relationship and I need to move on. I am better than this.

Remember, I am not saying any of this is true for you; this is only an example.
I use the second one all the time. It has yet to fail me. What I find is that what I write down is how/what I am feeling about myself.
I hope this helps.