I was wondering if you have done some reading on here? You ask if anyone else has gone through this and I can tell you that there are numerous posts that indicate so. Perhaps they will help you feel less like you are on your own.
I think that you should go out and find your own stuff to do for the week she is here and after she leaves. If you are interested in hooking up with others and experiencing life in terms of getting to know others more deeply, go and do it. He is, you should to. When you come hang out together you will have so much to talk about as two people on their own life course.
In my experience jealousy is often an indicator that there is something not fulfilled happening, a need that isn't being met. So go and find it if that is the case. You say you are insecure for instance, go get secure in yourself... in anyway you can think of.
Of course it hurts to know he is with this other woman, and I think it would be kind and respectful if he cared about that, but it isn't up to him to "make" you happy, you are responsible for that.
Just a note on sex? It gets better with time and experience. Not only that it is very different with different people. Sure, there is certain things that repeat themselves, but when one really gets to know someone sexually, then those acts become different with different people. Therefore he likes having sex with you as much as he does with her.
Anyone want to be friends on Facebook?
Send me your name via PM