I think im falling in love with someone else, Should i tell me fiance i cheated on him? Advice?

I am 25 and engaged to the man of my dreams who i had been with for 4yrs, we broke up almost two months ago as we could rarely see eye to eye and there was a lot of tension between us, we got back together 3wks ago and we barely speak and seem to keep a distance from each other. Before our break up all we did was shout and i blamed him for almost everything when really i am the problem but was too stubborn to admit it. I have borderline personality disorder but my fiance was always there for me, he will never leave the house without telling me he loves me weather we had an argument or not, i really don't know why he puts up with me. A friend of mine who is 35yo & works with my dad (who i don't speak to), i have known him for 8yrs and we always had a flirty relationship, he is english and a former SAS solider and just after i got with my fiance he asked me to be with him and told me and has told me many times since that he is in love with me, He hasn't been in a relationship in a while as he says he is waiting for me and he wont give me up. I have always felt excited when i was around him and he makes me feel safe and i love when he touched or kisses me. We slept together 2wks after my fiance and i broke up and i hadn't felt that much love in in a long time even just chilling with him makes me happy, He always tells me that if he had the chance he would marry me in a heartbeat and has asked me twice to marry him, just him and I and that its like taking a bullet when he sees my fiance & i together. I really feel i am falling deeper in love with him and i don't want to hurt my fiance but im not happy. I really need advice?