I think it's rather safe to say we've all done "bad" things in our lives... the only difference is the actual acts, and the wrongness of such acts. A couple weeks ago, I asked a friend of mine if he felt confession is necessary. Now, in the question, I wasn't simply asking about confessing sins to God through prayer - I've read enough Bible text to know that according to Christianity, confession of our sins is needed. But it was also to ask if it is a necessity to voice these transgressions to someone other than God.
His response was one which made sense... and one of which I found it necessary to follow. Originally, Martin Luther had stated there were three sacraments - one of which was confession. This was later changed by him that confession was no longer considered a sacrament. However, it is still necessary. Most of the time, confessing to God through prayer is enough. But even to that degree, it must be done. You have to give name to these sins, otherwise they will have power over you. You're an alcoholic? Give name to it to remove it's power over you. You use people for personal gain, without concern of their well-being? Give name to it to remove it's power over you.
Whoever conceals his transgressions will not prosper, but he who confesses and forsakes them will obtain mercy. (Proverbs 28:13)
But, not always is confessing to God enough. There are times we need that "human" experience... someone who is acting as God, as a mediator to him. I've spoke of this before - that sometimes we need to truly feel someone's arms around us to know God is holding us close; that we sometimes need to feel someone placing a cross with holy water on our forehead to feel the Holy Spirit within us. In the same way, sometimes we need to speak outright to someone to know that God has heard us. And sometimes we desperately need to hear "You're forgiven" to know that God has forgiven us.
But what if you do choose to voice these bad acts to a priest/pastor/another of God's servants. And what if these acts are so disturbing and disgusting. And this person you've confessed to cannot say the words "You're forgiven." What then? Are there some evils God does not forgive? Are there some evils which should not be forgiven?