Hi there,
It is not unnatural for a relationship to begin, it happens often even with therapist/client relations, some clients become attracted to their therapists, in different ways, but one common way is the fact that a person is listening to you when you talk, you feel you can confide, and feel, "wow! this person is listening to me and really knows just how I feel". Before you know it, we become fond/close to the listener, the comforter, and you feel secure. Feels good when this happens, I know, but in time most of us have to go through that stepping away, and keeping within professional (legal and ethical boundaries) which can be a sensitive issue, needs to be dealt with softly.
This is a form of transferance,therapist try very hard to avoid this when it starts to occur. Try to pretend this is like a professional relationship and tell yourself it is time to look at what and why this new relationship blossomed, is it transferance or have you "really" fallen in love?? Would it better to try to fix your relationship with your wife, with counseling before calling it quits? Ask yourself, is this all really worth running away from a relationship that may have had a chance? Sorry for the questioning thing, but meeting people over the internet and start to think of leaving your wife for, can be quite a gamble. I think you and your friend need to address how much is this a relationship built from transference or from true attraction to one another. I wish you luck with this, and hope you can work this all out with the least pain amongst those involved.
If you haven't already, you may want to talk to a mental health professional for some input that may be of help.

Take care,
DE