Want: Transsexualism isn't really a category of bdsm, so I don't know how much insight we can offer you, but we're a pretty accepting bunch here, so hopefully we can at least get you pointed in the right direction. You might check out
http://etransgender.com/, a site for the transgendered and those confused about their gender.
So, if I understand you, you feel like your body is the wrong sex, but you feel like you want to keep your penis, and you're attracted to women. Given that you want to keep your penis, what is it about your body that you think is wrong? What part of you do you want to be female? For what I know about transsexualism (and I'm hardly an expert on it), transsexuals typically want to change their genitals. However, many transsexuals do not go through with the surgery, either because they cannot afford it, or because they are afraid of the risks of the surgery, or because they still have some lingering doubt about what they want. Such transsexuals are often called pre-ops (pre-operative, a term that also applies to those who are preparing for sexual-reassignment surgery). Perhaps you're essentially a cross-dresser: a straight man who enjoys wearing women's clothes.
It sounds a little as if you want to live as a woman (women's clothes, taking a woman's name, etc) but remain biologically a male. Given that many transsexuals do just that, you're not alone in the world. Transsexuals still face a good deal of prejudice in our society (and in fact in most societies), so I suggest that you find a support group for transsexuals that can give you more insight and social assistance than this site can (but you're certainly welcome here if you wanna chat about bdsm). Cross-dressers typically maintain a male identity and simply indulge their desire to be feminine in private.
I think you should also speak to a therapist; it sounds to me like you're dealing with Gender Identity Disorder, which is the technical term for what you're wrestling with. If you decide to go through with any major medical treatment for your situation, you'll need the formal approval of a psychologist.
And then there's the fact that you are attracted to women instead of men. That's less odd than you think. Gender identity and sexual orientation are separate things. You can have a desire to change your gender without having a desire to sleep with people of your old gender. There are definitely MTF lesbians. What's trickier is that you want to keep your penis. Lesbians, by definition, don't want to play with dicks; they want to play with pussies. You might be able to find a bi woman who is willing to accept your arrangement, or you might find a straight woman who will accept your cross-dressing.
Perhaps the best thing to do is explore being genderqueer. 'Genderqueer' refers to people who identify as something in between strictly male and strictly female.
Hope this helps you a little.
