A gay (or lesbian) individual who tries through various means to become heterosexual, realizes they can not change their sexual orientation and ultimately comes out again as gay. These various means usually consist of ex-gay ministries, programs or therapy. Time spent trying to become heterosexual can range from months to decades.
When Daniel realized he had a homosexual orientation he saw an ex-gay therapist in an effort to become straight. After two years of therapy and repression Daniel gave it up and is now an ex-ex-gay.