Sideous tells him to finish Dooku, Anakin does, and that's that. He doesn't think it was wrong. He only realizes he's started down the dark path after he takes off Mace's Arm, after it's too late.
An example of this, someone tells a lie, the first time, you feel bad, after a while you lie without even knowing it, the lies are now a part of your character, they get bigger and bigger, and then finally, you tell one big whopper of a lie, and it gets you into trouble. (cutting off Maces Arm resulting in his death).
So all of that to say, in the beginning it makes sense for him to feel guilty like after killing the Tusken Raiders in AOTC, he's young and impulsive, but if the dark side has begun to consume him, as it has, he shouldn't question it anymore, especially after going through all the killing in the clone wars. He should think nothing of it until that big whopper. He kills Dooku like Sidious told him too, thinks nothing of it, and goes over to help Obi-wan. In his mind, both are the right things to do. Kind of Twisted thinking. "He's more machine now, than man, Twisted and Evil" Thoughts?