Hi Charley,
As you've just found out, we don't escape everything when we go into the non-physical. So you may have alot of memories and wishes that are stored up and they go with you.
Maybe you didn't tell your guide directly that you don't want this bother. Tell him that you don't want these thoughts and urges anymore. He may help.
Also you could try not to give such thoughts more power. Try avoiding sexy movies, photos etc. Try to think less about sex. Try eating less meat and more fruit. I don't mean to sound preachy but those are ways to get that energy spred around better.
You won't be giving up sex entirely.
It's worth it to have the non-physical freedom to move in non-physical realms ! Good luck, Charlie!
betson