Huge dilemma!!!! What to do? What to do?!?!?!?

I'm engaged. I'm getting married in less than a week to a wonderful guy. We've dated for 3 years. We'll call him Jared. Currently we live a couple hours away from each other so I won't be moving in with him till we're married. So last night I went out to eat with my best friend and roommate, Alex (yes he's a guy). My fiance went out with some of his friends. He doesn't have a problem with Alex and I being friends, since we have been friends for over 12 years (I'm 26 he's 27 - met in high school) and lived together longer than I've even known Jared (8 years). I've even slept with Alex before (not doing anything - just sleeping.. I hate being alone during a thunderstorm) Jared has never minded. He has a girl friend, Mandy that is like that for him. Well anyway, Alex and I went out last night for dinner and a couple drinks. We came home and piled up on the couch to watch a movie. I sat between his legs in front of him (we're long-ways on the couch) with his arms around me. This is normal. Half-way into the movie he leans his head on the back of mine and says 'I don't want you to move out'. I said 'I know.. I'll miss you'.. and he waits a few seconds and says 'I don't want you to get married.'.. I turn around to face him then and he says it again.. I ask him why and leans in and kisses me. That was the first time that had happened since I was 18. He was my first and I was his. We don't talk about that though. Anyway, I kissed him back. He stayed in my room last night - and we did not have . I think he thought I was asleep not long after we went to bed.. He was propped up behind me rubbing my arm and said 'I don't want you to get married because I love you.' Then he rolled layed down with his arm around me and went to sleep.. Now today, I don't know what the hell to do. I'm supposed to get married in 3 days and I've been thrown this curve ball.. Do I love Alex? Yes. I always have. I never have acted on it since the first night we moved in together though.. He never knew.. What am I supposed to do? I know I have to tell Jared. But how? He's going to think we've been doing this all along.. Help!