Ok, it sounds like you have committed a federal crime. This is a BIG DEAL!
First, keep your mouth shut.
Second, contact an experienced attorney (not someone right out of law school) that does immigration law and family law.
Third, plan on paying some money. This is not going to be cheap. You need someone sharp. You need to listen to your attorney. You need to keep your ears sharp and your mouth shut!
Fourth, he/she lied to me. He/she has a lover. He/she used me. Well, I'm not surprised. I hear this a lot. It happens all the time. But you need to be careful. You might be hurt and mad. But you don't want to make things worst for yourself. You need to take things slowly and carefully.
Get to an attorney's office NOW!