Allthings-
There is a great book by Janis Abrahm Springs called "After the Affair" She writes a part of it from the view point of the betrayed, and the betraying partner.
It was very helpful to me to see that the affair meant something really different to him then it did to me. It can take awhile (and some hard work) for the partner in the affair to get their head out of the affair.....and I of course just could not relate to that part, because I was just experiencing the bad part of it.
Also about the anger. For me that was part of the grief cycle and it is VERY common. I got to learn (really learn) about anger in all of this.....I lean more toward depression also.
I heard a great quote that helped. "Anger is depression turned outside and depression is anger turned inside."
Also when I got reading about affairs and addiction it was so helpful for me to see that these emotions were NORMAL, not having them was not. I hated the lesson, but I am a more fully emotional person because of this.
I did do some marriage counseling with my loved one....but I had an individual counselor too that I could process my emotions with. I found it helpful (thought short lived). I stayed seeing the marriage counselor individually even after my husband wanted out.