What are you fiance's views on this cheating? Does he justify it? If not has he raised his opposition to his friend? Just out of curiousity.
I think it's a good sign that your fiance told you this, it means the level of trust in your relationship is good.
Don't cry, don't regret and don't blame
Weak find the whip, willing find freedom
Towards the sun, carry your name
In warm hands you are given
Ask the wind for the way
Uncertainty's gone, your path will unravel
Accept all as it is and do not blame
God or the Devil
~Born to Live - Mavrik~