i have OCD, mostly Pure O, but I do have some compulsions, especially knocking on wood.
I found the following things to be helpful:
1. RESIST compulsions. The more you give in to compulsions, the more power you give them, and the more power you give your obsessions. Might sound too simple to be true, but believe me, this helps a GREAT deal.
2. WRITE down your thoughts, feelings, etc. I don't care if your obsessions are about killing and molesting babies - write it down and write down every feeling and thought you have about it. I do this with all my obsessions and it doesn't help right away, but for some reason the next day I wake up obsession-free.
3. TALK about it with a therapist, parent, good friend, etc. Therapists are the best because they understand the disorder. What they will tell you is this: OCD thoughts are not wrong because there is no such thing as a wrong thought, only wrong actions. And wrong actions can only be made right by realizing that it was wrong, making it up to those you wronged, and doing good things in general. Obsessing about it and punishing yourself is doing nothing but strengthening your OCD.
Remember that we're only on this planet once. Don't waste it worrying and feeling guilty. Live.