Typically, these dreams signify that you're feeling guilty about something. It could be working late hours, spending too much time with your friends, anxiousness about something, and countless other scenarios. It's important, when having these dreams, to analyze what it is in your life that's prompting them. For example, if you have a dream that you've slept with your boss and then have horrible guilt afterward, it could mean that you're spending too much time at the office and feel badly about leaving your significant other alone so much. Congratulations, you can now put all your worried aside. Dreams like this merely indicate that you're sensitive and caring! If these dreams persist, however, and you find them particularly unpleasant, it may be time to seek help from a professional.
Now, let's change up the scenario a bit and say that you have the cheating dream but you don't feel guilt immediately after you've done the deed or awoken (or ever, for that matter). This could mean a number of things, but having a guilty conscience generally isn't one of them. One theory is that you're in desperate need of an adventure. This could range from the most unadulterated of things to something completely explicit and outrageous. It could also mean that you're craving some change (minor or major) in your life. Again, the most important thing to do in this situation is to analyze what could be prompting the dreams. Are you stuck in a lackluster marriage? Do you hate your job? Are you itching to do something out of the ordinary, like go on a cool vacation, or try sky-diving? To reiterate, it could be anything. Sometimes dreams can cease to repeat if the dreamer realizes what's causing it. Other times, the dreamer may need to take action. If your dreams indicate that you're yearning for something in life, however, we don't see a single reason to ignore those feelings and continue to be unsatisfied. Your dreams are trying to tell you something, and in situations like this, it seems to me that the best thing that you can do is listen to them.