Yes I would protect myself, I do not know if I would do much more than try to get my money back. The aggravation involved is probably not worth it other than asking her to pay you back.
If you could afford it I probably would just chalk it up to hard lessons learned and avoid contact for a while since you seem to be angry. Yes anger is a defense mechanism and can make you feel okay, but it is not the primary emotion. Hurt and pain cause anger not the other way around.
I write this to prepare you for the anger will wear off and chances are you will recognize that you were hurt by the deception. In any type of relationship it would be beneficial to think of a positive and take that with you. For instance your intution was dead on that there was an issue.
That is a positive, obviously you do not stand for lying and cheating and feel those actions are unforgivable. You know in future relationships what attributes to look for or maybe not look for. Again a positive. All in all, remember anger wears off, it feels okay for a while but chances are pain and sadness comes after, not before. Take care of yourself and do what you think is right, do not look to take revenge then you aren't any better than they are.
Lastly wait until you cool down before making any major decisions in regards to any part of your life. Trust me, making decisions when you are extremely mad or hurt is not good practice.
Best regards,
Married:10 years D final 8/28/08 10 minutes is all it took Life goes on and DB was no small part in growing from the Divorce!