I have something to add. I usually shy away from this topic because thinking about unfaithfulness in marriage triggers issues for me, but I read your thread without initially knowing what it was about and I feel compelled to say...
Hon, he's ALREADY cheated on you. You thought you were in a relationship with a single man, but really he was with another woman. Even though SHE is the one he's married to, YOU were also deceived. He didn't just cheat on her with you, he cheated on you, too. Hope that makes sense and puts it in a bit more perspective for you.