It is a little slow around here on the weekends, but help is coming. Have you read up on the Healing Library yet? It is on the upper left side of your screen and can help you see that many have been in your shoes and that you will be ok.
So, he has been seeing someone and now is depressed and confused. I know that you are hurting and SHOCKED at what has happened, seeming out of no where. I know that you also love him even though he is hurting you terribly. Since he is still in contact with this "person", I suggest you check out the 180 in the Healing Library. It helps you pull the focus off of him and his cheating ways and take care of yourself. Is this "person" married? If so, do not discuss with your husband but forward any proof of the affair you have to her husband. This will throw a little cold water onto their affair. She will be so busy dealing with her betrayed spouse to play house with your husband.
Finally, we have a saying around here that you can't "nice them back". I know if you want to save your marriage this seems to go against your best judgment, but you will have to trust us here. Sometimes the only way to save a marriage is to risk letting it go. He has not ceased contact with this "person", until he does his "confusion" will continue. It is time that he make a decision, you or her. If he doesn't stop talking to her then he needs to leave. Until he stops seeing her, marriage counseling should be put on hold. How good can marriage counseling be if he has a girlfriend? Individual counseling is also a must for him and you too if you think it will help you cope.
He is being selfish and cruel. Married people do not date others. Keep reading and posting. I promise that you will be ok.