This is why I wear headphones...
with the volume turned down as low as possible with no background noise and uncover the ear on side of my head closest to my bedroom door. Also, I constantly have the mouse hovered over a browser loaded with an inoffensive webpage and am ready to unplug my headphones(they plug in at the headset) at the slightest hint of approach(with my left hand, but it's at rest). I would move my desk if I actually had any room to do so.
Also, if what I am watching is particularly dangerous, I lock the door and pretend it was an accident should anyone try to open without me knowing it(my door's lock is a push-in lock). Usually, I will hear them long before they get to the door and bolt the fuck over to the door after closing out any offensive material and unplugging my headphones.
Your privacy-fu needs work. You may call me paranoid, but at least nobody knows what I'm watching and I have never been caught fapping. And in reality, it may sound like a lot but the actions I am talking about here take a matter of seconds or less.