You are correct in feeling conviction, but be careful that it isnt condemnation.
There is no condemnation for those who have been born again in Christ.
You are right in feeling down, and bummed because you fell into temptation. James 1:14-15 talks about how sin gives birth to death. the death James talks about is separation from God, which is what we feel when we give in to sin. but, here is where there is hope. Isaiah 43:25 says "for i will blot out your sins for my own sake, and never think of them again."
When we repent, and ask for forgiveness, scripture says that God tosses our sin as far as the east is to the west.
Walk in victory KNOWING that Jesus paid the price for that very sin, and as Romans says, we are not in bondage to it.