I don't really have any advice, but I am a female and I have the same fantasy sometimes. I don't think it's all that strange. After all, it's natural to wonder what sex would feel like in a different body from your own. If the fantasy aids in your arousal, then just go with it!
However, the rejection fantasy suggests that you may hold some level of resentment against women, and by rejecting them, you have power over them. Hopefully, these will go away once you have more positive experiences with women and you see that not all of us bite.
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