Dude don't care about them. Be normal. When you have to get into your room, don't knock just enter. You can even sleep in the same room while they are making love. Enjoy the sound. I wouldn't give a damn about such cheap bull shits. If you can, try to lure her and bang her too when your friend is not there. Take mutual benefits, this is the way I would deal with. But, you can always decide yourself what to do...  ( Well this is a rare situation huh?)