I don't know how much I have to offer you, but I can tell you a few things that have helped me and maybe some of them will apply for you.
...parading her around and making me look like an idiot
I understand the feelings of embarrassment and shame, but try to remember that you didn't do anything and have nothing to be ashamed of. He is making HIMSELF look like an idiot.
How in the world do you get through this???
A day at a time, an hour at a time, and sometimes a minute at a time.
I know this is painful. Wow, do I know! I have found some comfort in praying - praying that God will give me strength and ease my burdens. I have found comfort in this forum and the many, many wonderful people who have helped me get through those minute by minute and hour by hour moments.
Try taking the focus off of him and place it on yourself. This is something that I did not do early on, but wish I would have. Exercise, spend time with friends or doing things you enjoy, read and learn everything you can get your hands on. Have you read Surviving An Affair?
Focus on the things you CAN change and the things that can make you a better person. Try to avoid LB's (I don't know how much you've read of this site, but if you haven't read The Basic Concepts, I recommend you do so). Try to avoid any emotional outbursts.
Gimble gave you some wonderful advice and I am not exaggerating when I tell you that he was extremely instrumental in saving my marriage and helping me to grow as an individual. Seriously, whatever he tells you to do, pay close attention and DO IT!
I hope you find some support and some comfort. I hope that you continue to post and learn here. I will watch for any future posts from you and if you need someone to talk to via e-mail, I would be glad to lend an ear.
Take care of yourself,
Froz