I am going to ask a question that has upset many a person, but it really does need to be addressed, so please know that I am not judging you in any way! Are you a Christian who has given your whole life to Christ? Because that is the first step!
The Bible is pretty straight-forward about gays and such. It's sin. Sin to be struggled against and avoided and given to God. Because you know what? You're right. You absolutely can't change your sex or your mindset. Just like I can't keep on the straight and narrow when it comes to my own issues (currently working on technology abuse and contentment with singleness), without God's love and help. Our nature is sinful. When God comes into our life he gives us the desire and ability to struggle against that sinful nature for for His glory. We can't even begin to "be good" without Him.
You know YOU, that's the first step. The next step is to know God and to know what He says about your life. The next step is to see the sin in your life. After that, you pray that God would give you the desire to fight against it and see it as wrong, and you repent and turn to God, and struggle against it. And then you give it back again...and again.