Hi...he is not your husband whom you are supposed to share every thing and its up to both of you where you want to take your relationship. For now just tell him there was someone who was your friend but now there is nothing between you and him. Be honest in your relation and still if he is unnecessary annoying you, then leave him  and stay focused on your priorities in life as you are only 19 and you have to do and face lot of things in life.