First of all I don't think you're doing anything hurtful or wrong to the children, be confident in that. But I have to add something.

Dealing with your fiancee's kids is a very tough situation. Even if you do everything right, the parent (mom or dad depending on your gender) will always side on the children's side at first. It's a very complex situation and I wish I could tell you it won't be but it just is. As a father that pretty much brought up a step son that is now 18 -- there never was a bond made. I was always wrong, and he was very spoiled by his mother and defended against me even when he was in the wrong. Now I am no longer with his mother and there were deeper issues betwen myself and my ex, which fueled the conflict so don't take this as a gloomy outcome for you. It can be worked out but he'll need to acknowledge you as a co-authority figure in the house when they are there. Period. You and your husband-to-be need to talk about this and work it out. It's not about you being mean or wrong, it's about the complexity of step-parenting. The kids may always feel like "you're not my mom!" unless he changes it and teaches them to respect you. So don't take it as if you're doing anything wrong with the kids. You aren't. It's about the situation ok?

Now my solution is you get into pre-marital counseling and work together with him on this. With an ex and being cheated on before he's gonna need a mediator to really hear you, as he may have issues with trust already. Please do this. It will work wonders for you!

*hug*