cheating SO😔

Wouldn't it be embarrassing if your mom was the one to tell you your SO might be cheating? My mom has always been straightforward with me and today she called while she was at work telling me my SO pocket dialed her and she heard some things (not going to say what tho it's a little heartbreaking).. I feel so ashamed and depressed and let down.
My mom bought me a car last year, an older but reliable car, and I used it all the time but little by little I let my SO borrow it, my mom was fine with it as long as he fixed every problem the car got cause he was borrowing it a lot. Now I don't drive the car at all, last time I drove it was maybe 4 months ago. A lot of things we've done really for him to help him out even given him money at times he needed it. This is why I feel so betrayed, so hurt, and embarrassed. I feel like our relationship is over. I told him I needed to talk to him and he turned his phone off (which I gave to him😒) and haven't talked to him since 8am. He hasn't tried contacting me at all. I fear I won't be able to go through with leaving him since we've been together for such a long time and are now expecting our first baby.
How can I tell him without anger that I can no longer be with him? 
Any advice helps really.
Thanks.