My fiancee confessed to me that she is not a virgin. I'm heart broken.?

Well. First, is she Muslim as well? If so, (and I understan the Muslim beliefs as my 2 best friends are) then you should leave her. If not, no. She doesn't have to follow those beliefs and lost her virginity to a man she loved, just as she would have done to you if she had the chance. You must understand where shes coming from.