After having a little more information about your situation, this is what I see and what I personally would advise:
• Although you might think I was kidding about a month seeming like 10 years at 19, I was actually serious too. Well, maybe not 10 years but trust me, a month as you get older seems to pass MUCH quicker! And a month is not long enough to know if you want to be exclusive with someone.
• You can't love someone in a month. When people talk about "falling in love", they are often referring to infatuation, which has nothing to do with real love. Ironically, this infatuation is usually the magnet that brings people together so that they can eventually learn to love each other (sometimes.) But infatuation packs quite a punch to your emotions, especially at your age. These are some of the most hard hitting emotions you will ever feel. Even true love doesn't match infatuation's intensity. It's this very intensity that can trick your mind into thinking this is Mr. Right. Why else would you feel such strong emotions? But it's all a bio-chemical reaction in your brain, and it's important to remember this and force yourself to think with logic and not your emotions. Allowing your emotions behind the steering wheel will run you into a tree every time.
• You're being played, plain and simple. Even if you guys never had an exclusivity agreement, it's still inappropriate for him to be emotionally engaged with you and your ex. You and a stranger, sure. But not your ex! How tacky is that? This should be a red flag to you that he can't look past his own desires. He knows that this has to be hurting you but he doesn't care. Dump him. Dump him hard and dump him quick. Don't give him an ultimatum because ultimatums never work. Just tell him you won't be seeing him anymore and wish him well. The end. Don't be surprised if he suddenly perks up and takes more interest in you, but don't give in. And don't break up with him just to get his attention. That doesn't work either. Okay, it actually does work, but it's only temporary and it still doesn't change the fact that this is not the guy for you.
• Once you've cut him out of your life, it's time to look in the mirror. Why did you allow yourself to get so involved with someone after knowing them only a month? Self esteem issues? Loneliness? Not enough friends? Figure out why and try and remember how bad this hurts the next time you go on a date.
•Circular dating is the healthiest way to get to know people, and the safest emotionally speaking. Circular dating is seeing more than one person at a time while keeping things very casual. Resist the temptation to have sex with everyone you go on a date with. Sex (especially good sex) can cloud your judgement and increase feelings of infatuation.
•Don't get sucked into exclusivity so quickly. People put on their best behavior at first and you really don't get to see who you're dating until after several months (sometimes years.) If someone pressures you to be exclusive after a month, they are most likely very insecure and/or the jealous type, which means it's time to drop them from your dating pool. This is how you filter out the bad apples without getting emotionally damaged.
You seem like a sweet guy and I think you can do much better than this dude.