I was never allowed to watch R rated movies growing. When I turned 18 I went and watched Brave Heart. I never once felt guilty, and though the movie was violent, it was probably nothing to the true violence of that time period.
I was at a meeting talking to an Elder. I happened to mention I watched the movie, and it motivate me to research the history behind William Wallace. The Elder began tearing me down about the dangers of watching a R rated movie. The interesting thing was I knew is 16 year old daughter. She would go to school, change into an entirely different outfit. She also had a boyfriend and was sleeping with him. But he was more worried about me watching an R rated movie.
So no I never felt guilty because I did what I wanted, but under my parents roof I did obey. The only guilt I have in life is not making friendships at a young age with non-witnesses.