We all have pain. Really, we do. You are just another human being, no matter how much you don't want to believe it. If you saw into the hearts of all men, you would not feel so unique.
If you saw into the heart of God, you would see that you are loved beyond comprehension. There is a beautiful life waiting for you if you move past this phase of wallowing in pain. Jesus died for you. You curse him, but He still loves you. Maybe it's time to try loving Him back and see how that works. You are attracted to people you shouldn't have sex with. So what? That describes pretty much everyone on the planet. Don't let yourself steal so much grace that is waiting for you.
God would love for you to come to Him with an open heart. You have asked for your feelings to be taken away, and that is okay. But, God usually works by giving us strength to overcome things rather than by taking them away. So, don't be surprised if your feelings don't suddenly dissolve. Relax in the peace of the knowledge that God has given us a way to become clean, no matter what we've done or who we are. Love God, and try to do your best for Him. When you mess up, know that He is full of forgiveness, and that you should forgive yourself and move on. That is peace beyond understanding. That is peace you can have.