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I am sorry to hear about the problems you are experiencing. OCD can be a very difficult issue that requires professional help. Exposure therapy can be extremely helpful, often with the addition of medication. It is not unusual for obsessive thoughts to be sexual in addition to other types of thoughts. There is no reason for shame about this. You may find this website to be helpful for additional information: http://www.nimh.nih.gov/health/topics/obsessive-compulsive-disorder-ocd/index.shtml
Please keep in mind that you do not have to suffer alone. Reach out to a psychologist who works with OCD to get help with this issue. The psychologist will not be shocked by your thoughts as you are not alone with these types of obsessions and they do not mean that you are a bad person, only that the OCD has been interfering with your thinking.
I hope this answer is helpful. Please let me know if I can clarify further.