I'm no longer receiving emails to alert me if someone's commented, or sent me a PM. Not a big deal, but thought I'd toss it out there.
You should read some stories and see how other authors do it. I myself tend to have a lot of story before getting to the sex, and rarely have complaints. Many people seem to like to get to know the characters, and then when they get intimate, it's that much more satisfying (ahem). This is not to say that a short story can't also have "development," or even a stroke story. You just need to figure out what details are important to the story, and the characters, and drop them in at the right time.