To be attracted to one of the opposite sex is natural. God has created us as passionate beings; for the purpose of procreation (having children.) In fact, within a man, God has placed a hormone known as testosterone; one of the things that testosterone does is give a man a sexual desire for a woman (in a woman, it's estrogen.) Even so, there are guidelines as to how we are to interact with those of the opposite sex; guidelines from our Heavenly Father.
First, sexual intimacy is reserved for a husband and wife within the bonds of marriage. Its primary purpose is to carry on the human race; to fill the earth. It is also to enhance the emotional bond between a husband and wife (the one flesh relationship;) and for their enjoyment.1
There is nothing wrong with having a girlfriend or boyfriend. All God asks of us, however, is that we act appropriately.
As we date, we should treat our girlfriend or boyfriend with absolute purity;2 there should not even be a hint of sexual immorality.3 In fact, if a boyfriend and girlfriend desire to marry at some point in the future, and they cannot control their passion in the present, then they should go ahead and get married; they should not wait any longer.4
Inappropriate sexual behavior can also lead to AIDS (HIV); AIDS can be fatal.
1 (Genesis 1:27-28, 2:24; 1 Corinthians 7:3-5)
2 (1 Timothy 5:1-2)
3 (Ephesians 5:3)
4 (1 Corinthians 7:9)