"This is the will of God for you, even your sanctification; that you abstain from sexual immorality." - 1 Thes. 4:3
At the moment of your reading this, are you walking in His will regarding sexual purity, in this aspect of your life? Yes or no?
Perhaps you say, "Yes, at this moment I am." Yet in another area you find yourself guilty of present error - perhaps a daily neglect to right broken relationships, to respect those you live with by maintaining cleanliness and order at all times, or holding to a regular habit of spiritual discipline. In this case, you are demonstrating obedience to one aspect of His moral will while faltering in another area of it.
Maybe the confusion has to do with a misunderstanding of God's 'Two wills'? God has both a moral will and a decretal will. His moral will pertains to what He has commanded us to do. Do not lie, do not steal, etc. We sometimes violate this will, or intention, of God.
However, His decretal will describes what He has ordained, or 'decreed' to certainly come to pass. This means there are certain things He never approves of morally, yet has mysteriously and sinlessly included in His ultimate plan for a greater purpose. For instance, God does not morally approve of selling your brother into slavery, yet He may decretally will for such a thing occur in order to glorify Himself through it. (See Genesis 50) God does not morally will the crucifixion of a just man, but He ordained for Christ to die in this way.
Likewise, it is true that one person may experience a mixture of obedience and error within a twenty-four hour period, thereby being somewhat in and in other ways out of God's moral will, and yet be perfectly in the decretal will of God. In fact, nothing exists which is not perfectly in God's decretal will, however much it violates His moral will.
The moral will is what we should do. The decretal will is what God shall do.
Hope that helps.