Just because someone desires to do something doesn't mean the desire is good. If it were, then every evil act ever committed by man would be justified. We choose whether or not we act on our thoughts, whether the thoughts be good or bad.
Everyone has urges to sin (we are all tempted) because we are all born with a sinful nature. We should never dwell on evil thoughts because if we do, we will eventually commit the evil act we've been thinking about. It's been said that we can't help it if a bird lands on our head, but we don't have to let it build a nest in our hair. So it is with sinful thoughts.
Most people don't realize that Jesus came not only to save us from the penalty of sin (eternity in hell), but he also came to deliver us from our sinful nature.
We must decide whether or not we want him to deliver us from sin (both the penalty and the power of sin), or if we want to continue in sin. If we want to be saved we must repent and believe Jesus died and is risen again. "Whosoever shall call upon the name of the Lord, shall be saved." However, if we refuse to believe on Jesus then we are telling God that we love sin more than we love him. He will allow us to pursue that which will destroy us, if that's what we choose.