Anotherone,
I was in your same situation about a year ago, though my wife's affair had just ended. I went to individual counseling as well. Unfortunately it didn't go well for me, because I had an incompetent counselor. How do I know that now? My new friends on this board educated me.
This counselor tried to suggest that I should look at my own actions in regards to why my wife had the affair. At one point she asked me "don't you believe it's possible for a woman to be in love with two men at once?".
So after that, I went into R with the attitude that I had to share the blame for what she did, which I did for months. I've recently corrected that with my wife, but because of it, the healing process for me was delayed and it was more difficult for my wife to show the type of remorse she should have.
So my advice, get counseling, but find someone experienced with infidelity. If they are not what you need, don't be hesitant to fire them and find someone else.