As uncomfortable as this makes me, I'll try to respond seriously. If his discussion was making you uncomfortable, you should definitely say something. You can talk to him, or you can go quietly to a supervisor (provided you have a good one) and mention that you feel his discussion was inappropriate for the workplace. You have a right to feel comfortable at work, and if someone doesn't respect that a workplace should have a level of professionalism, that is not your fault.
That said, I personally disagree with you. I'm not easily offended, and I would love it if people in my workplace were willing to talk like drunken sailors on leave. I realize there is a certain level of decorum, which is why I maintain myself in a professional manner at work, but believe me, if I could, I'd be cracking dead baby jokes like gangbusters. I think people who are easily offended ruin it for the rest of us, and I think that you personally should figure out why you are offended by talk about sex; every human has sexual urges, it's natural. You wouldn't exist without sex. I think you should lighten up, but that's a personal opinion. Professionally, you are absolutely correct in saying that you have the right to not be subject to inappropriate conversations at work.
OK, that's too much seriousness for one day. Good luck getting that sand out of your vagina! 😀