If conservatism believes in individualism, then why do conservatives often support regulation of personal decisions?

It is my understanding that people on the right side of the political spectrum generally believe in individualism in the sense that they support smaller government and the right of individuals to make decisions for themselves.

Yet many conservatives also oppose individualistic choices when it comes to personal decisions, for example on the issues of legalized prostitution, abortion, and gay marriage.

How does conservatism address this dilemma?