So, he needs a third party to tell him that it's not okay to have a girlfriend when you are married?! Okay, I see your frustration clearly. That said, I would definitely take him up on marriage counseling. They may be more apt to make him see how his behavior is destroying your marriage....Individual counseling has less chance of working that way because they will be focused on him alone, not the marriage and likely will do more listening than offering marriage advice.