There's no any other way to have a 'heart' change without yearning for more of Jesus in our lives. As you yearn for that change in your heart, go to Jesus, pour out your heart to Him, we have to be very honest with our needs to God. If you find it difficult to overcome sexual temptation, cry out to God, don't ignore it. The most reliable person you shall talk to, is Jesus Himself.
Come to the Bible every day, turn open it, learn from His words, believe His words has a life-changing power. Read carefully and if possible, meditate on some verses that you like most, think upon those verses during the day or during the week, put down your thoughts on a journal. What I do is that, I write down my prayer lists, and thankful lists that I might remember how faithful God has been to me. And if you like this idea, you can do the same as well.
Building up a closer relationship with God is a must for your heart change! That's no any other ways....if you yearn enough for your heart to change, yearn enough for more of God. God will satisfy your hunger and thirst. It depends very much on how you take that step!