You probably did not plan for it to happen. You may be ashamed or feel guilty. Anger may be present if you did not know in the beginning. It is too late to go back, though. You have had an affair with a married man and must now deal with it. The thing to do now is develop a plan to survive the liaison. It is going to be tough, but you can deal with the emotions and ramifications of having been with another woman's husband.
Take responsibility for what you have done. You have had a relationship with a married man. Tell yourself the truth about it and avoid justifying it, thinking that it would not have happened if he were in a good marriage or that the marriage was "over" before you came along.
End the relationship completely in order to survive emotionally. This will likely be the hardest part as you have probably developed strong emotional ties because you have had an affair vs. a one-night stand, but it is necessary. Break up with him, even if he has promised to leave his wife for you. If he is serious about leaving her (and be aware he probably isn't), he will do so, but you should not wait around. It is up to you to take him back if you want to, but only once the divorce is final.
Allow yourself to grieve for the relationship. Obviously, it was not a perfect union, but you did invest time and your heart in it, so you need to grieve. Don't begin dating immediately as you need to work through the emotional upheaval of the affair. Let yourself get angry and cry over the break-up just as you would had it been a relationship with a single man.
Let those close to you support you at this time. Your best friends likely knew of your involvement with the married man, so let theirs be the shoulders you lean on at this time. Instruct them to help you keep your resolve about not going back to him.
Concentrate on the positives in your life such as your career, friends, hobbies and community activities to help you survive the pain of the affair. Volunteer for causes you care about once you are far enough along in your grieving process to help others.
Join a support group, where you can talk out your feelings about the affair with others who have gone through the same thing. If you are too shy to go to one in your community, look online for groups you can work with in the cyber world.
Take measures to make sure your ex-lover does not get back into your life by blocking his number, avoiding his hang-outs and steering clear of his friends. If you must see him--for example, if you work together--keep a professional tone and do not allow yourself to be alone with him.
Don't let it happen again. Stay away from married men, even as friends, so the temptation will not be there.