I started dating a guy and later he told me he already has a gf..what do i do?

Me and that guy started dating and after about a month he told me that he already has a gf...by that time i had already fallen in love wid him...hez my 1st love and i never dated any1 b4..nw hez sayin hez confused between me n the other girl.he sayz he loves us both..i want 2 get over him as its not right bt i jst cant 4get him...i reali luv him a lot and keep thinkin bout him the whole day..m into depression..n now bec of his boards v r hardly talkin..i dont know what to do,..m going mad..plz help