Engagement ring woes

So, when my fiancé and I got engaged, he ended up having sex with another woman a few months after. I did not leave him, because we worked out our issue. But I did give the ring back and told him that I wanted to sort of "start over". We did, and he eventually proposed again... But I don't have the heart to tell him that the ring is just a reminder of the first time we were engaged. It has almost made the ring ugly to me. I want to tell him that I think we should pick another one TOGETHER, but every time I bring it up he gets pissed. He thinks it would need to be a surprise for me...Also, the matching interlocking wedding band was stolen, and that cannot be purchased separately. I would love to just give him ideas but he is so resistant to the idea. What can I do, I do not want this reminder on my finger forever.