I also have felt the guilt and shame. I have purged a couple of times, as a matter of fact, I am just coming back from a mental purge (I did not trash the clothes this time)
I get nervous, even get sick to my stomach after I dress sometimes. It is a feeling that is slowly going away with time, but I still get it. Why I get that feeling, I don't think I will ever know, and at this point, I really don't care to know why I get it. I like to dress and look like a woman, I don't know why, I just do. I don't want to get the sex change, I just want to dress every now and then. I have no desire to transition to a female, but I would like to look as close to being one as possible.
I am very in the closet, I would like to go out eventually with others complety dressed up, but for now, I am comfortable in the closet.
CW, just take a deep breath, there are others that feel like you. If you want to quit, you can do it as well. I have compared my dressing to smoking, but without the dangers of it. It just takes willpower to quit.