This is also known as cross-dressing or dressing in drag.

Some men wear a single item of women's clothing such as underwear, while others need to wear makeup and dress entirely as a woman to become excited.

The exact cause of this disorder is not known. It may be caused by differences in the brain or nervous system

Google hasn't a clue..

Why do men cross dress?

Gender disguise Historically, some women have cross-dressed to take up male-dominated or male-exclusive professions, such as military service. Conversely, some men have cross-dressed to escape from mandatory military service or as a disguise to assist in political or social protest, as men did in the Rebecca Riots.