Inappropriate Use to Digital Media

A very good friend has occasionally sent me jokes of a very sexual nature, containing pictures or videos.  While none of it would be considered illegal, it has made me very uncomfortable.  If I realized in advance what was being sent, I did not open it.  There have been a few occasions, though, when I was caught unaware.  It is difficult knowing how to let this good friend know I don't appreciate that form of humor.  I want to keep the friendship but don't share the same sense of what is humorous.