I'm not an "expert" per se, however it is my belief that every relationship is different. In one relationship you may wait a few months before taking the next step, in another it may only take a matter of weeks or even days.
If you're both comfortable with your arrangement, I don't think there's a problem. It's hard not to give into temptation if there's a strong, physical attraction.
I don't think you've messed anything up, but if the majority of your time spent together is taken up by sex, maybe you should slow it down and focus a little more on getting to know each other better so you can then decided where you want the relationship to go. Communication is one of the most important pieces to any successful relationship. If she likes you, she'll be willing to devote some time to the emotional connection.