How would you do if you were me?

My hu*****and is in a very close relationship with a girl who used to be my friend. They communicate through emial 10 to 20 times a day. I told him about how I feel, but he refused to discontinue the close relationship and told me that he is in need for her becuase of some reports she can get from her work. When we were talking about it last time, he even threat me to cut himself with knife if I mention about it again and said that I belittle him by accussing him having feelings for her, he said he is not that kind of person.

I beleived him but he really cares how she thinks about him becuase for $1 he makes he like to tell her that he made $10, and share the excitement with her.

I know that girl, she is a money driven person, she like to associate with money. When my hu*****and tells her he is capable to make good money, she like him even more.

I am confused, on one hand I beleive my hu*****and, but on another hand, the way he cares about how she feels about him and the way he like to share his success with her made me to question his claim.

I always come to this site and enjoy reading many people's post and learned a lot from your guys. SO now please let me know what would you do if you are in this situation?