For starters, I'll show you what not to do. Lindsay Weir is about to open the door of her room to find her current mega-crush getting back together with his ex-girlfriend all over her childhood bedspread:
Way to be lame, Lindsay!
Let me tell you something. It's not always easy to be a host. Toilets get clogged, liquor stores close early, valuables get broken, rugs catch on fire, pets escape, tequila destroys the varnish on your coffee table - things happen that are out of your control, and you've just got to smile sweetly and let them go - or ask your guests to help you photoshop a missing cat poster and paper the neighborhood.
However, it is your right as a host to never feel uncomfortable in your own home. And unless you're throwing a key party, it is your right to expect that people will not use your bed like an hourly-rate motel.
My advice: use a tone of voice that says "This is not nearly as awkward for me as it is for you . . . but it's close." Knock on the door and walk right on in. Say something glib like, hey guys, when I told you two to get a room, I didn't mean MINE. Let them know that you are the arbiter of cool, and this, dear friends, is uncool.
If you poke your head in to find your friends in flagrante, spare yourselves some embarassment and wait for them in the hall. As they come out you can hand them some clean sheets and send them back in to make up the bed.
Have more of a problem with confrontation than you do with your bed getting action that doesn't include you? Neal Schweiber has your passive-agressive solution: