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Confront him by saying - I was going through the computer history and noticed visits to x, y and z. Care to tell me about them?
Don't go to him saying "I KNOW you are cheating on me." or "YOU are going to these websites? Why?"
Unfortunately, you DO have marriage problems. Your radar was going off and you felt you had to snoop. Things that a married man shouldn't be doing - he is doing.
If he tells you you are crazy - tell him to pack his bags. I've seen men turn it around on women/wives...oh honey - it's a huge misunderstanding. oh honey - you don't know what you are talking about. oh honey, Mike did that when he was over a couple of weeks ago and wanted to show me what he's doing....the list goes on and on. Don't be fooled. Use your brain and go with your instincts. If you feel like you have to snoop - you have marriage problems or, at the very least, trust issues.
If he won't go to counseling - go without him. Take control of your life. You do NOT "NEED" a man in your life.
Depression can cause people to do stupid stuff. If he's depressed he needs to go to a doctor and get treated.