HE SAID READER:  I'm dating a married man.  He's terrific, but married.  He tells me everything I want to hear and I love being with him.  He doesn't want to leave his wife.  I know it's no good but it feels good and I don't know what to do.  It's killing my self esteem, my friends are mad at me and I still can't seem to be able to end it - I really think I love him.

BENDER:  Reach down deep, grab your balls and act like a man.  You've already answered your own question as to whether you should continue this dead end affair.  Yes, it is an affair.  The guy you fell for is already involved AND he is telling you so.  In the meantine, you recognize that you are suffering with beating yourself up and getting grief from your friends.  So you say you really love him...or do you really love the excitement of the chase after someone/something which  in this case sounds like you're being sacrified in the name of the chase.