I would not call sexual thought as "dirty thoughts". Society may.
Sex is one of the greatest gifts of God to Man. Sex was designed by God and not by some evil beings. In Genesis, the first thing God told about man was "It is not good for man to be alone" and He went on to say to man "go forth and multiply". We are programmed by him to seek sex. It first enriches relationships and then does help man to procreate. God is pleased with inventing sex.
However, you are right that you should about conducting sex in manner responsible to the well being of your loved ones, your sexual partner and yourself. Sex can be abused and can destroy relationships too.
Now don't not fight sexual thoughts, the more you fight the stronger these thoughts get. Just fantasize them and they will slowly drift away. It may take hours, days, or weeks. Do not get into sexual relationships that may not work out or cause you to have emotional setbacks. It is your personal decision and only you an make that decision. God gives you free choice here, however, the outcome will can make you happy or sad. Choose wisely.