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Leonard Ravenhill said something that might help here: "Are you divorced to the world or are you fascinated by it?" Something along those lines anyway.
The Bible tells us to be separated from the world. Why? Picture the sin of the world as leprosy. What would happen if you went to a rock concert with a bunch of lepers? What would happen if you went clubbing with lepers? You would contract the very same sickness they have by association. Leprosy is contagious--so is sin. Unless you are going into the world to preach the Gospel and call the world to repent, you have no business there. Yes, we have to live, but live and get out. Get your groceries, gas and what have you, and get out.
You as a slave of Christ have no business sunning it on a beach, mall-hopping or watching the latest movie...it's sin and compromise and it leads to desensitization.