I have the same problem but along with sexual thoughts I get obsessed with ideas, things I want, worries, and other unwanted thoughts. My mind becomes like a broken record, but a few different themes can exist at once, after obsessing over one thing for a while my brain will start obsessing about another obsession,and they pile onto each other, until it feels like brain is in a vice and I feel trapped. I was diagnosed as OCD for this and prescribed me luvox which is supposed to work good for OCD.