When I read God's Word I relate it to my life. My life right now is the study of law. So when I read about taking thoughts captive in 2 Corinthians 10:5, I immediately envision capturing bad guys and throwing them behind bars. But these thoughts come out of my mind. Am I the bad guy? Seems contradictory to say the bad guys are capturing the bad guys.
In Christ I am a new creation. The old is gone and dead. Those thoughts and those desires that keep popping up are not really me. They are the old me that Satan is trying to revive and get me to breathe life into.
The new me, the real me...doesn't really want sex outside of marriage...that's the old, dead me. The real me will endure the loneliness and pain of being single because I know the glory of His promise is worth the wait.
By renewing my mind through His Word, the real me will recognize those thoughts as the old me and I will have no problem locking them up and throwing away the key.