You feel bad after sinning, because the Holy Spirit is speaking to you through your conscience, letting you know that you are on the wrong track, and urging you to come back to God. If you keep on doing the same sin, His voice will become softer and softer, and with continued sin, you will not hear it at all eventually. So, listen to the voice of the Holy Spirit, repent of your sins, ask God to forgive you and to help you to overcome the sin. 

John 16     ⁷ “Nevertheless I tell you the truth. It is to your advantage that I go away; for if I do not go away, the Helper will not come to you; but if I depart, I will send Him to you.

⁸ And when He has come, He will convict the world of sin, and of righteousness, and of judgment …

¹³ However, when He, the Spirit of truth, has come, He will guide you into all truth; for He will not speak on His own authority, but whatever He hears He will speak; and He will tell you things to come. ¹⁴ He will glorify Me, for He will take of what is Mine and declare  it to you.”

I trust that this makes sense to you. God bless!