J.S.
We've been there too! And good for you two having fun with two little ones in the house.
It's best just to get a lock on the door and unlock it before you go to sleep. It is what we do. If you are worried about locking the door, put a bell on the knob or buy one of those sensor alarms for when a door opens (home depot).
There's only been one time we didn't have the door locked and we had an unexpected visitor right at the end of our moment and weren't sure how long he had been there or what was seen. We panicked and quickly sent our son (almost 7) out. Later, my husband asked him what he saw us doing and my son just said cuddling. We left it at that but looking back, wished we had briefly explained we were having sex and showing our love for each other. We've had the talk with our 9 year old daughter (more biological based than play by play details, of course). These days kids see so much on TV and from friends at school we figured it was best to start on the early side factually and truthfully while emphasizing our beliefs.
At your son's age it is harder to explain sex and how important and wonderful it is for mom and dads. If it happens again, when he is back in his room ask him if he has any questions about what you and daddy were doing. Just keep answers simple and basic such as "we were being close because we love each other so much." He may be worried that you are being hurt, reassure him that isn't so.
As he gets older, put a little more info out there if the subject comes up, identifying sex by a term you are comfortable with, the beliefs you hold about it, biological factors.
Hope this helps.