^People differ vastly in their relative polyamory/monoamory, and their values related to such. Sometimes a naturally polyamorous individual has extremely monoamorous values, and they get all fucked up inside and in their relationships because they really need polyamory but are too repressed and conditioned to do so.
People also differ in how much they attach sex to true romantic feelings. Some are capable of banging a 100 partners and never feeling any romantic feeling for any of them, some fall in love with every person they have sex with, or find it a necessity to have sex in the first place. Some people become very jealous and insecure about the thought of their romantic partner with somebody else, some people don't. There is nothing wrong with being any of these. It's just the way we are, we are a very diverse species.
Still, the OP's situation is just a disaster waiting to happen. First of all, the ex-GF sounds awful. The choice seems easy from that perspective. Second of all, what you are trying to do seems selfish. You need to tell them the deal if you want to continue doing it, if you have any real feelings for them at all. Most girls are OK with situations like these provided you are upfront with them. I think you might have already lost that opportunity the moment you fucked the second girl without telling her about the first. Honesty and communication go a long way in having healthy relationships, be they primarily sexual or romantic.
At this point your best bet is to dump one of them immediately and try to bury the hatchet. When you begin telling lies or withholding truth, shit gets to a point where everything is better off if you do your best to make it right and not say anything. Hopefully you learned your lesson and will be more upfront with women in the future. Otherwise you will keep digging holes such as these. If you still don't realize the hole you are in, or deny that you are in one in the first place, then you are hopeless.
None of those things are true for me. I have no values at all really. I consider myself a completely amoral, standardless person. Everything I do is for pure and total self-gratification, a conscious choice to live as if solipsism were true (I don't believe it is, but I pretend to in my behaviour.) It's rather that I'm extremely monoamorous to a ridiculous degree, if there's any sort of intimate romantic love involved. If there's not, I can screw with three people on a night or do orgies or whatever - I'm a pure, completely self-aware and self-knowing(and centered) empathy-free hedonist. However, when I choose to commit myself and thus choose to love another person in a romantic way, I don't think there's a christian fundie or crazy al quaida woman who is even 10% as monogamous as I am. On the inside; My whole sexual drive for other people just evaporates. It ceases to exist. Seeing someone I'd have found sexy before I choose for someone else naked does about as much as seeing rock after I commit. I'm really extreme (and weird) in that.