You most assuredly are.
I believe that there are at least five ways that we define our sex:
1) A person's genes make that person female, male or intersex
2) A person's physiology makes that person female, male or ambiguous. (Physiological sex is not always the same is genetic sex. Gonadal agenesis, hypogonadism and surgery are all means by which our physiology might be different from our karyotype)
3) A person's gender identity may be different from the person's physiological sex.
4) A person's sexual orientation may be towards members of the opposite sex, the same sex, both sexes or neither sex.
5) A person may fulfil gender roles in society that are consistent with or different from the person's physiological sex or gender identity.
So where a cross dresser fits in depends very much on the individual. A cross dresser might be expressing an aspect of gender identity or an aspect of social gender role. A cross dresser might have a sexual paraphilia for cross dressing or might simply enjoy breaking convention.
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--James