I wouldn't bother saying anything to this guy! Your girlfriend is with you, not him! Dwelling on this could cause tension in your relationship and I'm sure you don't need that on top of everyhting else.
I say forget the whole thing and concentrate on having happy moments with her instead.
When you feel your mind wondering if she is cheating, say 'STOP' aloud or to yourself. Then clear your mind (counting back in three's from 100 helps) and go back to what you were doing.