What you are probably dealing with is a fairly rare medical condition that is called Gender Identity Disorder. This is a condition in which the individual has persistent and recurring distress over the fact that they are born male (or born female). The person often comes to feel significant depression over their gender dysphoria (dysphoria means intense distress) and may even become suicidal.
The diagnosis of GID requires that this is not a fleeting wish or desire based on the feeling that life would be easier as a woman (or as a man) but is, in fact, a strongly felt experience of one’s self that occurs over a long period of time—usually since childhood or adolescence. Dressing in clothes of the opposite sex does not, by itself, mean that you are transgender or transsexual. Some people do this for enjoyment and to express a part of him- or herself, but do not believe that they should actually be the other sex.
However, given the feelings you are reporting over the past 10 years, there is a distinct possibility that you may be transgender or transsexual. I strongly recommend that you seek an evaluation from a psychologist or other practitioner who is a gender specialist. A gender specialist is trained to diagnose and work with Gender Identity Disorder and can help you figure out if this is truly a condition that you have.
If you do have GID, there are specific protocols of treatment (called the WPATH Standards of Care) developed by a highly knowledgeable professional group of medical doctors, psychologists, social scientists and transgender people. These standards are scientifically based and provide guidance to therapists and physicians for the treatment of this condition. Treatment generally involves assisting you to achieve “gender congruence”, that is, to help make what is on the outside match your deeply felt sense of self on the inside. This is a terribly difficult journey for those who must take it.
While many people consider gender variance to be a lifestyle choice, immoral, or pathological and deviant, it is actually not a choice. Gender dysphoria is a condition that you were probably born with, possibly as a result of hormonal abnormalities occurring during prenatal development (e.g. Androgen Insensitivity Syndrome) or other causes, such as a chromosomal abnormality. The underlying cause cannot be determined for every person, but the diagnosis and treatment of GID is the same regardless of the underlying cause.
The complexity of this whole subject is far too great to deal with in a column like this, but I urge you to do some research and reading on the subject and to contact a qualified gender specialist for help in sorting this out for yourself. Please know that there are explanations for what you are going through and that qualified help really is available to you.