I'm getting married in May, My finacee works out of state and he isn't home for months at a time, whenever he calls they always tease me by telling me that he has another women up there, but when I talk to him, he tells me that it isn't true, but no matter what it still upsets me a lot, every time I tell him this he gets mad at me... It's bad enough that I have no help getting everything ready for our wedding, but now I have to worry about him with another women when he is out of state.. I don't know what to do

1. Tell him to stop it, or not worry about coming back to get married,

Get over it. You either trust him or you don't. If you do, then get over it and quit letting it upset you. The other women are probably jealous because they don't trust their significant others. If you don't trust him, then you have deeper relationship issues other than other women.
As for the getting ready for a wedding with no help, I did that when my husband and I got married. He was stationed in Korea for the year before our wedding. It's hard, but you get his input, put it with your input and do the best you can. And remember the only two people who have to like the wedding are you and your fiancé.

I think you should deal with your own issues, before you get married, if your letting some teasing influence your relationship.