HELP! I'm Pregnant for My Niece's Fiance, their Wedding is in 4 Weeks, What Should I Do?

Before you condemn me, please read my story, whatever condemnation you offer after reading, I will live with, but please do not judge me without reading how i got to put myself in this dicey situation. I live in Lagos and just last month lost my relationship after I discovered my boyfriend was about to get married to another woman in his home state early February. I was so confused that I couldn't just stop crying... my niece who had come to Lagos to shop for her wedding saw my state after staying over for just a day and decided to take me back to Abuja believing a change of environment might help. And sincerely it did, because two days in Abuja nad I'd stopped crying... that was when her fiance who she is supposed to marry next month showed up on a Sunday.
He was not really 'Hot' or overly attractive but he had this mien that made me relax around him... and sensing my niece had told him about my state, he offered to take me out on a Thursday night with his fiancee. Saying YES to that offer is what put me in my state now. Because on Thursday, my niece had an outstation assignment to cover in Enugu and so won't be around till Saturday morning. Before leaving on Wednesday, she insisted we went to the CLUB and forcing it down Femi's throat. We did go out on Thursday and we had an amazing time at the CLUB, around 12 am Femi took me back to the house after we were both really drunk... we got back to my niece's place and he was about turning to drive off when there was this noise in the neighbourhood about armed robbers in the neighbourhood, so i forced him to come into the house till the noise died... It was around 2 am when we realised things had died down, but then it was already late for him to go back by my standards... so we switched on the cable tv and as we watched the movie on the couch together... one thing led to another... bottomline we had sex... I am not blaming the movie or the drinks and neither am I blaming my depressed state... but I'm asking for your help now on what to do, because Femi too is totally devasted he's been confused and I after what I did rushed back to Lagos... we talk about the pregnancy on the phone, but now we are at a dillemma on what to do, because their wedding is in four weeks time.