Good day Caityk1996,
The fact that these acts of sexual immorality grieve you demonstrates the indwelling of the Spirit within you. I was a slave to sexual immorality for many years and it didn't seem that I was able to overcome it. I could never get it completely out of my life, as I would just continue to fall back into it and was never able to truly get clear of it. I would fulfill those desires and then my spirit would grieve about it. This is because when we ask the Lord into our lives we then have two natures, where the Spirit wares against the flesh (sinful nature) and the flesh wars against the Spirit and that because they are contrary to one another (Galatians 5:17).
I finally came to my end regarding this, being so grieved about it and prayed for God to help me get it completely out of my life. I was serious about it and I had to cut myself off from women completely, no dating at all and I made the entire process an on-going priority. God heard my prayer and it was a rough battle to overcome, but I kept my eyes on the goal, being determined.
You also have to remember that the powers of darkness want you to remain in that state and are fighting against you to keep you there. However, if you are serious about overcoming this, the Lord will deliver you from it, as did to me. When you fail during this process, you just need to keep going to the throne of grace, confessing it and asking for God to help you to overcome it and he will deliver you from it. Never give up! We will continue to pray for you and your deliverance from this.