If it's any comfort to you whatsoever, I had that same feeling when I found out what my H was doing online. It's absolutely horrible....you don't know which way is up.
Fortunately you do have a therapist, talk to her....get her input. I'm here for you in any capacity you need me to be too...do not hesitate to e-mail me, even if you just need someone to tell you a joke to help break your mood. One thing to remember....you do not have to make any decisions right this moment. You don't even have to confront him....right this moment. You know what's up...take your time, gather information (as painful as that will be)....and then confront him when you are ready to do so. Do however keep your eyes and ears wide open as to what's up....and do not believe his excuses. As you said....he has a history of lying, so now....everything he says is suspect. That is a sad thing, but it's so very true.
You will find so much support on here...but I'm going to guide you to another support BB that I've been participating in as well.... Surviving Infidelity. There are people on that BB (just like on here) that have just found out, just as you have. You need all the support you can get at this time....and we are all here for you.
I do still maintain this though....when you do confront him you will need to tell him your conditions of reconciling (assuming you still wish to)...that being he comes aboslutely clean about what he's been doing (which he may or may not do completely, mine hasn't...but I think I've found out most things)....AND (most importantly) he cuts off ALL contact with the OW. He may try to throw up the excuse that she's a co-worker, well....there are ways around that if he really wants his marriage.
(((((BIG HUGS))))) to you Doobie....email me if you need to...anytime! anitam@nordam.com
