God created sex for the confines of marriage. Anything else is out of bounds. Within marriage, sex isn't dirty, shameful, or sinful. Outside of marriage it is all of those things. Paul told the Colossians that they were to put to death fornication and uncleanness from their lives. Are you living in purity, or are you still living like you are dead?
When we were dead in our trespasses and sins, we lived our lives controlled by our own lusts. But as a Christian that has been given new life in Christ, we are to live differently. We no longer follow our own desires, but we are to live out God's desires for our lives.
The world lives their lives to amass things. And if we are not careful, we can fall into the trap of trying to keep up with the Jones'. As a Christian, covetousness is not to be a part of our lives. We have been told to set our affections on things above, not on the things of this world.