The first half of the poem focuses on how lust is cruel, and how awful it is to not experience love, but experiencing lust for a person. It is believed that this sonnet pertains to Shakespeare's "dark woman" mistress.
Toward the end of the third quatrain however, Shakespeare compares this lust much like joy proposed behind a dream. The couplet concludes this saying that this "heaven" that is lust much leads men to hell.
All in all, Shakespeare says that he knows lust is an awful feeling to have toward someone, but at the same time he cannot resist the lust, and he can accept it.