All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
The Sharee’ah encourages Muslim men to marry a woman who is religious and has a good moral conduct. Abu Hurayrah narrated that the Prophet said: "A woman is married for four things: for her wealth, her family lineage, her beauty and her religion. So choose the religious one, you will prosper." [Al-Bukhari and Muslim] Moreover, ‘Abdullaah ibn ‘Umar narrated that the Prophet said: "This worldly life is a provision and the best provision of this worldly life is a pious woman.”
Therefore, if this woman establishes affectionate relationships with non-Mahram men, then she is not religious and such a woman is not suitable wife for you. For more benefit on the ruling of establishing relationships between sexes before marriage, please refer to Fatwa 81356.
Hence, you should advise her in a good manner and remind her that it is forbidden to establish such relationships, especially with a non-Muslim man, because this is dangerous to her religion as her affection might drag her to be affected by him (i.e. his false religion).
However, it is women who should advise her, so you may send to her any woman who works in Da’wah to do this and you should cut any relationship with her, then if she repents and becomes righteous, it is permissible for you to marry her otherwise you should stay away from her and look for another woman to marry. Also, you are obliged to repent to Allaah for establishing a forbidden relationship with this girl. As regards your heart being attached to her, then the treatment is easy.
For more benefit, please refer to Fatwa 84544.
Allaah Knows best.