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I can understand you feeling mortified, but please don't. Your feelings are not that unusual. You need to look at where these jealous feelings are coming from. Has your husband given you reason to be jealous? From what you have written it does not seem so. Or are these feelings coming from inside you, feelings of insecurity? From your description this sounds more likely. Wherever the feelings are coming from I do not recommend that work out at the same facility. That will probably only increase your feelings and create more tension with your husband. You need to focus on you, strengthening your confidence and self-esteem. This will best be accomplished by working with a counselor/therapist. Do the most loving thing for yourself and make an appointment today. You sound very motivated to improve yourself and your marriage. While you wait for an appointment, do your best tostop yourself from thinking jealous thoughts. Distract yourself by changing your activity, going for a walk, cleaning a closet. Tell yourself "no" when those jealous thoughts erupt. Listen to music, go for a drive. You deserve to feel better, take the steps that will get you where you want to be.
I hear what you are saying but I have been this way for so long and these feelings are so strong that I can't imagine anything changing me. I know how men are and I imagine my husband is attracted to this woman. The thought of him looking at her and wanting her kills me. I do not know how I am going to deal with this for the next month.
That is a miserable way to feel! Find a therapist you feel comfortable working with and make at least a months worth of appointments. Change is possible, you will have to work at it but it will be worth it. Good luck to you.