Lucky for you, I have a friend from Wales who got a (fictional) book published about this very subject a few years back. His name is Matthew John, and the book is called "Zombie! Zombie!", if you want to look it up. It's out of print now though, I think.
Anyway, in the book, zombies have taken over the world, etc etc. But not only can you have sex with a zombie without turning into one - it's absolutely fantastic! I don't remember many of the details, but it's all cold and awesome feeling. Even oral sex. The main characters in the book even go so far as to keep a zombie prisoner in their basement for gang raping sessions.
So there you go. The answer you've been looking for.
I envy you, really. I'd kill for some zombie sex.