Talk to him upfront about what is going on, maybe even ask that you don't want him to talk to her. While something LDR can be difficult, if he's talking to someone he still has feelings for it could end in trouble.
If he loves you, then he shouldn't be talking to an ex, much less someone he still likes.

Sounds like he could be confused about his feelings. Take Hipter's advice, or take a break from the guy until he can let one of you go.

I would let go at least for awhile... he sounds confused & you don't want to be in that situation I was in the same situation with my x. he was not over his x & even though he showed me he loved me his x always got into the way of our relationship... & it just destroyed the feelings between me&him I would let him go... He needs to realize that he can't have both of you

Your friends are right. He's lied to you multiple times, why would you want to be with someone who's going to lie to you? I know it seems hard to see that when you love someone, but you need to face the facts. Leave him!

A little late on this, but I hope this will somehow help?

There's a lot of red flags here... if he's lying to you about this girl, then that's a problem. That means he's obviously still interested in this girl. The thing is, he keeps you around, because you're a safe bet. If things don't work out with this girl, then there's you and you should never put yourself in that situation, ever. I think to protect yourself, it might be a good idea to end things...

But first, talk to him. Maybe this calls for a little confrontation? Let him know that you know about this girl and see what he says. If he lies again and either denies her, call his bullshit. And just end it, because you can do better and you don't wanna stick around for an unfaithful man.

Good luck! Hope things work out!

everytime i try to leave him -though its hard for me- he keeps crying and begging me not to leave and he swears that he loves me and that i'm the only one that matters
it's hard he is confusing me

I didn't see this! I've dealt with a boyfriend who would literally beg me to stay with him after I caught him fucking up. Don't let it fool you. The whole "crying" act is just a web made for you to be caught up in. If that happens again, you gotta let him know that things gotta change if you're gonna stay with him. And at this point, you should probably make an ultimatum: You or this girl. That if he wants to be with you, he can't go talking to other girls the way he's talking to her (assuming he talks to her more than just friends if he has to hide her from you?)

^ Just something from personal experience.