What the heck are you even doing talking to your ex? She is an ex for a reason. Stop and remember all the crap the two of you went through together, and realize that this is no good. She is playing games with you, if she is asking you to have an affair. Why would any sane person want that? Run away!
I think you need to examine your relationship with fiancee as well. Are you sure you are ready for this committment, if talking to an ex makes you think about cheating?
chickita