Azzork is correct...do not let on to him that you know what is going on. The more you point out the affair, the more determined he will be to continue it. He will feel justified in what he is doing because he has a need to protect her.

If you aren't sure what to do, then do nothing. Sit quietly and the answers will come when you least expect them.

Try to keep the focus on you. Take care of your assets and make sure he doesn't have access to any of your account. If you have an Amazon account together, then set up a new one for yourself and do not share the info w/him.

Sit quietly, the answers will reveal themselves when you least expect them to.
The past is gone, the present is a gift and you need to focus on today, allow the future to reveal itself when it is ready.