madboutchoc- As someone who's GF spends many hours a week of her leisure time alone with other male friends, I'm stunned at that post. In a trusting relationship you don't need to know the reasons. You're encouraging the paranoia which the OP states is damaging their relationship- genius.
My GF was (justifiably) very paranoid when I first met her. Here's some things that she did to try and sort things out which really pissed me off and didn't help- I advise you avoid doing them:
Do NOT tell him you know he's doing something. Unless you do, and have evidence. Because if he's not and you tell him you know he is, he's going to say no, and you're going to say "ahh but of course you'd say that! Now you're just covering your tracks!" and it's really going to drive you apart and piss him off.
Do NOT make him prove every single interaction he has ever had with a girl. Trust me when I say this is annoying, and won't help you because he'll forget why he met up with a girl for half an hour 2.5 years ago, you'll leap on it and claim he's cheating on you and then it just gets messy.
Accept that he has girl friends. You can try to ban him from seeing them but this will lead to resentment and awkwardness at best, and he'll just ignore you at worst and you'll feel even worse. Him having girl friends does not mean you are second best- it's pretty similar to you having guy friends.
Use words like "I feel" and do not project your problem onto him "I felt insecure and paranoid when you went into town with that other girl" is so much better than "you made me insecure and paranoid when you went into town with that other girl" - This is your problem, not his, so don't project it onto him.
That said, this should be getting better rather than worse with time. Try to identify specific behaviours that make you feel paranoid, talk abotu it with him, and ask him to change them.
Also, counselling sounds like a very good idea.
nb: I'm assuming you're going out with a nice guy.