At the risk of writing GTKY blather, when someone tells you that zoloft or any of the other SSRI antidepressants cause sexual dysfunction what they mean quite often, for guys anyway, is the inability to ejaculate. Ejaculation is either seriously delayed or never comes at all, pun intended. I, um, had a friend who had this unfortunate experience with both prozac and zoloft.
He found the delay to occur both in intercourse and, um, alone, regardless of the circumstances. In the case of intercourse, while this problem allows plenty of time for the female to get her jollies, sometimes the male just has to give up. Masturbation sometimes works, sometimes doesn't. YMMV. The ironic thing is that this does not improve one's depression at all. He has talked with his doctor about this and done a little research on his own, but he has not found any remedies other than patience, hard work, or quitting the drug.
Needless to say this dysfunction poses big problems if you are trying to have children. Guys, consider this when you and your doctor are discussing treatment options.