Tell her that you understand, but that if she persists upon him then she has to forget about you forever.  Is it possible that the reason she keeps persisting upon him even though she's with you is because she feels she has no chance of ever losing you?  Women want what they can't have, and they also are more drawn to selective males because selectiveness is an indicator of both confidence and dominance.  If she knows she can easily lose you, she may refocus her efforts on you.