Probably should talk about this urge with the therapist rather than actually do it. It would be a good way to quickly be referred to a different therapist. A therapist is not going to put himself in a position of perhaps being accused of any sort of unethical practice, and dealing with that kind of overt sexual acting out puts them in a very precarious position that would make most rather uncomfortable. It is okay to have those urges and thoughts; talk about them if you must. But acting on those urges and thoughts is an entirely different matter.

Think of it this way. How would you feel about someone you know professionally sending you explicit sexual messages? You would actually have grounds for a sexual harassment charge if you chose to do so. It is often wise to consider how you would handle being put in the position you are considering placing someone else in.