Transvestism is dressing as someone of the opposite sex. A transvestite is a man who dresses and behaves like a woman or a woman who dresses and behaves like a guy. The meaning of cross dressing varies across individuals.
Some do it just to have a good time: going to a party, a transvestite show or to show off on the streets. It can also be done to shock others.
Some do it to get sexually aroused, being comparable to the excitement of fetishists.
For some it is not related to sex, but has more to do with identity. They cross dress to get in touch with their ‘male’ or ‘feminine’ part. They often don’t need the presence of others, cross dressing in the privacy of their homes.
Transvestism must not be confused with transsexuality.

I get excited when I masturbate and put on my girlfriend’s undies. Nobody knows I do this. Is this normal? Should I seek help?