File for divorce. In the divorce, besides extricating yourself and your children from a bad situation, you can get a court order for child support and spousal support; get a share of the assets; get legal custody; and possibly get a court order that the other woman stay away from your children. You will likely have to hire an attorney since this will presumably be a contested divorce (that is, he will likely not agree to the divorce, support, etc.), but it will be well worth the investment to do that.