Advice of Rabbi Nachman of Breslov (From Likutei Etzot, Thoughts and Fantasies, 4).
"Therefore, when sexual fantasies come upon one's thoughts, and the person breaks his passion and averts his thoughts from them, this is his main t'shuva and the principle manner that he rectifies his past transgressions to the Brit, each person according to his deeds. This is doing repentance measure for measure. Thus, a person shouldn't become depressed when he sees that wicked and ugly sexual fantasies are overwhelming him. On the contrary – this is his way of repentance and rectification, for precisely when these fantasies coming to him now and he overcomes them, this is his main t'shuva and tikun, and in this manner, he liberates sparks of holiness that fell into impurity through transgressions to the Brit. This is the way he merits to rectify the Brit."
(Translation taken from www.jewishsexuality.com)