Jims right, there is no need to rush into a heterosexual relationship. In fact, if i were you, i wouldn't even try to. You're still young, enjoy it, go to school, get a career. And if you're newer in the faith, then spent more time growing. Also, a good idea is to read up on how to spot 'red flags' in people to know how to find what kinds of actions and attitudes you can spot in someone before you invest in them emotionally.
But yes, you do need to get out of this current relationship. Especially so if you feel God is leading you directly in this manner. You don't want to start you walk with God with major disobedience, especially a long term disobedience like a relationship. Sometimes the cost of following Christ is to have to change our lives, make new decisions. Pick up our cross daily. Right now you have a choice to decide what is more important to you, Christ or your girlfriend. Because that's essentially the decision you're making. Its not even an issue of taking any risks of other relationships. The real, bottom line choice is yourself, your desires, your wants, your fears .. or Christ and his guidance and mercy and love.
I know these decisions can be scary, but God is not in the business of making our lives easy. He's in the business of growing us into better versions of ourselves, and growth often equates to hurt and pain. Hard choices. But it also equates to peace and joy, in knowing that you were able to make right choices, live the faith, do the right thing, that you truly lived out the commitment you made to leave your past behind and move forward with Christ. It hurts now, but if you're faithful you'll eventually find yourself being thankful.