i can't say i've had this problem, probably because i rarely remember my dreams.
although, i do have a few suggestions. my main suggestion would be to read your Bible before going to bed, if possible. this way, your thoughts can be focused on God, and what you have just read. also, before actually falling asleep, try not to let your mind wander into those sexual areas - stop it while you still have the chance. also, if you have an iPod or some other device, it may help you to listen to praise music or a sermon while trying to drift off. i know that last one is a long stretch, but i though i'd suggest it.
hope this helps
