I've been trying to control my eyes, but controlling my thoughts is beyond me. Besides, if a thought flashes through my mind, it doesn't mean anything. I can still control my behavior.
"Who is strong? One who subdues his passions." (Avot 4:1)
"A master of his passions is greater than the conqueror of a city." (Mishlei 16:32)
Rabbi Yisrael Salanter commented on these texts with some of the most encouraging words of all time: "Man has the ability to gain mastery over his nature. ...Through Mussar study and force of habit, a person can transform himself." (Ohr Yisrael, Igeret HaMussar)
Imagine being able to transform yourself! Does that sound impossible? Rabbi Salanter tells us that it's possible even in areas that seem beyond our control, such as our thoughts.
Most people are aware that it is inappropriate to have thoughts of desire for any woman, except for one's wife. Why? The basic reason is that improper thoughts defile our spirit and, in turn, cause misdeeds. So cutting off an improper thought is critically important. You may not think it will lead you to an aveirah, but the fact is that a thought is the first step to action. The Mishnah succinctly states, "An aveirah leads to another aveirah, and a mitzvah leads to another mitzvah." (Avot 4:2) From your own experience, you know this is true.
If your mind is full of improper desires, you will have a tendency to repeat that pattern. But if you succeed in conquering your yetzer hara - and just one time shut your eyes from seeing immodest images - it will be progressively easier for you to control your eyes and your thoughts. (Sefer HaChinuch 387 Shelach)