Please do not use Chat Speak: https://www.askmehelpdesk.com/faq.ph...#faq_faq_rules. Full words and proper punctuation help get your thoughts across better.
Tell your ex to leave you alone and find someone new. Be honest and blunt. Do not play games such as 'we can still be friends' or 'if z wasn't in my life... ' Don't worry about hurting his feelings. This isn't about his feelings. It is about you and what you need.
Have absolutely No Contact with the ex. No email, no phone calls, no text messages, no FaceBook/MySpace/other networking site, etc. If there is no contact, there is less temptation to let him back into your life and less chance you will do something like cheat on your fiancé.
You do not need an ex who is trying to mess up your life. You do need to be honest with your fiancé about the ex in case the ex decides to cause more problems.
Let the past go and stop romanticizing the past. Look at the reality of he cheated on his wife with you and led you on. Fantasy is all well and good, but it sounds like your current reality is much better.