I am in the same situation with you too...but i won't confront him...because he will not admit he lied...he keeps on saying i don't understand and spare a thought for him in everything he does.
If he wants to hide or lie something, it is pointless to get to the real reason because you will never know when he will be telling the truth, when he is lying. Even he tells you the truth, do you think you will believe his words?
If you can live with such a guy who lie to you, then continue to be with him...but if you feel you can't live with such a guy who cheat, leave him...you will be more happier...because you have doubt in whatever he said, it is hard to live together for long. One fine day, you will realised you deserved more than what he treats you.