How can we control our senses? I find it difficult to control my sex urges.
The tongue is the most important sense within the body. Therefore it is recommended that if we want to control our senses we should first control the tongue. Our imprisonment within this network of ignorance (material world) is being continued on account of our desire for sense enjoyment. And out of all the senses, Bhaktivinoda Thakura says, the tongue is the most dangerous. If we cannot control the tongue, then the tongue will oblige us to take different types of bodies, one after another. if a person is very much fond of satisfying his tongue by eating flesh and blood: he will get the body of a tiger or some other voracious meat-eating animal.
Sevonmukhe hi jihvadau svayam Eva sphuraty Adah: “When we render transcendental loving service to the Lord with our senses, beginning with the tongue, the Lord gradually reveals Himself”. Our first business is to engage the tongue in the service of the Lord. How? by chanting and glorifying His name, fame, qualities, form, paraphernalia, and pastimes. If we can keep our tongue always engaged in chanting the Hare Krishna mantra, we will realize Krishna, because the sound of Krishna’s name is not different from Krishna Himself as Krishna is absolute. Besides, our tongue also wants very palatable dishes to taste. So Krishna, being very kind, has given you hundreds and thousands of palatable dishes – remnants of foods eaten by Him. And if you simply make this determined vow – “I shall not allow my tongue to taste anything not offered to Krishna and shall always engage my tongue in chanting Hare Krishna” – then all perfection is in your grasp. This the business of the tongue. When the tongue is engaged in the service of the Lord, all the other senses will gradually become engaged.
Source: A.C. Bhaktivedanta Swami Prabhupada (2014 edition), “The Quest for Enlightenment”, Page 23 & 24
A.C. Bhaktivedanta Swami Prabhupada (2012 edition), “Teachings of Lord Caitanya, The Golden Avatara”, Page 4