A woman's instinct is a strong thing...you had a feeling and when you checked his bills you were right in doing so. Although you might feel bad about spying on him think about how long this would have continued without you knowing.
I think that this is not a good situation for you to be in. If your husband is doing this even after he is aware that you know then he obviously does not respect you or your marriage.
Please think of your own happiness because that is all that is important. Counseling is always an option but it will only work if your husband wants to make a change into his life.
We will be here for you.

Jessica