My 10 year-old daughter does this quite often. Should we wait till the house is totally asleep, or just do it and not worry because the door is closed?

While I don’t think that there is anything wrong with a 10 year old knowing that her parents have sex, the sounds that two people can make while having sex could be confusing to a child. If you are noisy, with a lot of groaning, to a child it might sound like there is pain involved, and that would not be a good message to convey to her. One solution would be to wait until she was asleep, though, of course, as she gets older and older, it’s going to force you to stay up later and later to have sex (or get up earlier to do it before she wakes up.) Another solution might be to have either a radio or TV in the room that you could put on and that would at least partially cover the noises you were making. Also, since she seems to be curious about your activities behind closed door, you should tell her that what you are doing is something that two grown-ups who love each other do, and that is an expression of your love and that is it pleasurable. You probably should buy her an age-appropriate book so that she gets some correct information, rather than asking her friends and getting all sorts of erroneous “facts of life.”