You describe a condition known as Gender identity disorder.
This is characterized by a person having persistent discomfort with there birth gender and the desire to change or live as the opposite sex/gender. Surgery, medications and therapy can be helpful for this disorder. I suggest that you search the internet for further information on this topic using gender identity disorder as a search word. A formal psychiatric evaluation and treatment should be completed to clarify this issue and treat associated anxiety and depression that is often comorbid. Hope this was helpful.
Keywords: gender identity disorder
The traits of your sexual identity are usually dependent on the balance of hormones in your body. Once and while, someone is born with nearly equal levels of male and female hormones. This makes it difficult for them to stay mostly male or mostly female.
The solution is hormone therapy. It's not to difficult. The doctor draws some blood, it's tested for levels and they give you the right hormone to fix your problem.
All you have to do is talk to your doctor about it. He might send you to a specialist. The tests are simple, the treatment is simple and you will have a much stronger sexual identity. The only drawback might be that, if you have a male body, they will most likely treat you so you will be more male. It's difficult, but not impossible, to make a complete change over.
Hormones play a very important role in our psychiatric makeup.
I have a very good friend who since the age of 2 or 3 knew he wanted to be a woman. A few years ago, he had a sex change operation and now he's a woman. He had the support of his wife (they're still married. They have a child that the wife had after the operation, from his sperm.) and lots of friends, and apparently good supportive doctors and therapists who helped them through the process. She is very happy and very successful in life, and has the love of people around her.
I don't know if taking hormones would resolve it for you, or if surgery would. I would say that's something for you to figure out with the help of experts.