My friend...a guy.. wants to have with me?

Hi.Im Anne and im 19 yrs old.I have a best friend..a guy..21 yrs old.We are friends for about 2 yrs. Both got a job thro campus interview..Both are from a decent and orthodox family.I loved a guy and he too loved a girl(my friend). But unfortunately both the loves were not a success. Me and my friend really got depressed.And even after 1 1/2 yrs have ped we still live in that depression. He is not a virgin as he once slept with the girl.But im a virgin.As days ped by both of us found that we have similsr ual interests. He then asked me whether we both could have so that we could come out of the depression. I asked him why he wants me.He said that both of us are depressed and both of us have no committmants..nothing to lose and nothing to gain..so why cant we try out. As for me i want to have after marriage oly. so i said no to him.. but now even i feel like having with him once..so that i can atleast enjoy the few minutes pleasure out of it.. im in a confusion.. please help me out. what should i do...