You are probably having a hard time kicking the habit thanks to how we're made; you're addicted to the "feelings" sex and/or affairs gives you like an emotional eater is to how certain foods make one feel better.

http://chemistry.about.com/cs/howthi...k/f/bllove.htm

I would exercise/work out more (kind of like how taking a cold shower can help?) :

http://www.mayoclinic.com/health/dep...ercise/MH00043