There was no sex involved. It's like in Star Wars where the
midi-chlorians spontaneously conceived Anakin. 
Anyway, it's highly likely a large part of the story about Joseph
and Mary is a myth.
Let's see... an unmarried pregnant woman travels with a man and she
claims she never had pre-marital sex. Actually I know many women
like that. :p
That reminds me of a silly CS Lewis argument that the bible stories
must be true because they are so ridiculous. No one would make up
stories as silly as that. If they were made up, they would make
more sense.
By the way, I have a true story to tell you. There was an alien
being who came from another planet sent to earth by his father when
his home planet exploded. Now that he's exposed to our yellow sun,
he has incredible super powers. He's faster than a speeding bullet,
more powerful than a locomotive, able to leap tall buildings in a
single bound! Serious. If I were to make this up, I would only say
faster than Ben Johnson on steriods, more powerful than Hulk Hogan
and able pass IPPT Standing Broad Jump with 5 points in a single
bound.