when they are first time having Sex
No music plays "while" they have sex. That's why I asked exactly which part you're talking about. The music that plays just before they go upstairs is: True Beauty (truebeauty.mp3).
The music that plays just after they finish that night: Innocence (innocence.mp3).
The music that plays the morning after: Future Bass (futurebass.mp3)
All the mp3's can be found in your game folder under "Game/Audio".