The best thing would be if you trusted people who have been there themselves and expose the affair asap. That will give your marriage the best chance of recovery. And by recovery we mean restoring trust in your marriage and creating a romantic, affair-proof marriage.

The next best thing would be to read:
How Dr. Harley Learned to Save Marriages
http://www.marriagebuilders.com/graphic/mbi3100_how.html
How to Survive Infidelity
http://www.marriagebuilders.com/graphic/mbi5525_qa.html
When Should an Affair Be Exposed?
http://www.marriagebuilders.com/graphic/mbi8112_exposed.html

After reading all that, you probably will understand why exposure is so essential for recovery.

The alternative will be that you think the affair is over, but it will go underground or one of them will rekindle the affair in the near future. Affairs are like addictions. Nobody wants to have an affair, yet so many people do. Nobody wants to shoot up heroine, but too many will suffer withdrawal if it has been two months since their last shot.

You don't want to experience this again.