To CowboyJohn: I feel for you and I hope you do the right thing. I can't imagine what you and the young lady are going through right now.
I would definitely find out for sure if she is indeed pregnant and then make sure this is not part of a scam.
I see that you are married and if it is true that the girl is indeed pregnant than I hope everything works out for everyone involved.
I have some experience with a similar situation growing up.
My father had several affairs while married to my mom and he had a long time girlfriend for about 8 years. His girlfriend became pregnant and had a son. He tried to cover it up but in the end my mom found out. You cant hide something like this and my dad had to come clean. The woman took my dad to court and he had to pay child support.
It was hard growing up with that but I forgave my dad and my parents are still married.
So best of luck and know that this is not the end of the world