When sociologists talk about the "social construction" of X, or (to use JB's fancy parlance) the "performativity" of X, they're not taking a position in the nature/nurture debate. A sociologist like Goffman documents how gender is "performed" as a social role (certain clothes, props, demeanor). Those social performances allow us to identify gender in everyday life, the clear biological distinctions among men and women notwithstanding. --And just so with sexual identity.
Now, Charles can rush in and change the question: "but are those "performances" based on nature or nurture?" "Are they arguing that X is competely determined by social factors??" However, these questions are just irrelevant here! Regardless of whether a characteristic is shaped by biology or enculturation, for that characteristic to play a role in social life, there must be social interactions that make that characteristic socially meaningful. --For instance, there are many examples of societies throughout history in which our stable sexual categories "gay" and "lesbian" do not exist. Certainly men and women in these societies had the same biological characteristics and diversity as people in our society today; however, different patterns of social interactions formed around sexual activity, and those interactions did not create the stable sexual categories we know. In contrast, social practices in our society (even prime-time TV shows!) reinforce the "reality" of stable sexual categories, and thus "gay" and "lesbian" are social categories that people can "perform".
Note the distinction here: at the individual level, we can study how certain psychological characteristics are influenced by biology and enculturation (e.g., the monozygotic twin research on gays and lesbians). At the social level, completely independent of the individual level analysis, we can explore how social practices construct social structure (institutions, groups, statuses, roles). Conflating these two levels of analysis (a la Thatcher's "there is no such thing as society, only individuals") is a profound category error.
Miles