I sent a letter to his parents (he lived with his parents -- at age 29! -- and wasn't married). I told them if they wanted to talk, I was available, but that if I didn't hear back from them and they wanted their privacy, that I would respect that. But I told them the truth about what was going on.
I actually WOULD recommend putting it in writing, so that it doesn't get "spun" into something that it wasn't. Make it truthful and respectful -- AND DON'T EMBELLISH. "Just the facts." It's up to them to do with it what they wish.
I know you're afraid, but really -- what can he do to you that he's not already doing? My experience is that they get over it very quickly.
