This girl flirts & was touching my fiance!! What do i do?

I am 26 and am engaged to be married hopefully nest summer. My fiance is 28 and the greatest guy i have ever known, he was there for me when i had a miscarriage 6 years ago and when my parents died. We occasionally go to friends house parties or birthday parties and i am a professional hip hop dancer and adore dancing, i guess you could say its a stress reliever ha. I suffer from a slight depression and can be very gaurded & dont let many people in except him. Sometimes he looks at me really pissed off when i am dancing, but its just with my friends and we don't be putting on a show, so i go back to him and most times he blanks me if i talk to him or hug him and keeps talking to his friends. He is not a dancer and almost never dances with me. The other night at a party i was dancing with my best friend and i looked over at the bar and saw my fiance chatting to some girl and i flipped out and went over and calmly asked him could i talk to him, she had her hand on his back and was flirting with him and leaning into him laughing. When we were outside i freaked out at him & started crying, he hates when i cry but i couldnt help it, i felt so hurt, i love this man to death. The girl is a friend of mines ex girlfriend so sometimes she is around at the parties and it keeps bothering me about what happened. I didnt have an intrest in marriage until i seen how inportant it was to him to marry me and now thats all i want, a family and with god blessing a baby. Please help me with any advice. Thanks