I totally agree with Pomegranate on this one. I don't think your husband should be offended because you've invaded his privacy unless he is in fact guilty of messing around with this woman on the side. When you're in a relationship with someone there should be no secrets between the both of you, that's what being in a relationship is all about, you share everything with the person you're with openly and there will be no room for suspicion. The truth is, people do lie and cheat and if you choose to play the fool because you're afraid the other person is going to be offended when you investigate, you'll never find out who you're dealing with.
My advice to you would be to investigate on your own but to keep quiet and not bug him about it unless you find some real facts.
Good luck to ya.