One thing I can tell you is it is a really really big thing he told you. This is a major secret most of us hold for our entire life. The fact he told you means he thinks you are pretty special and worth a long term relationship which would likely be ruined if you found out years down the road.
I have only told one person in my entire life. She was the love of my life and I would have died for her. We no longer know each other - not because of the cd thing - but it was a time of her telling me her secrets she didn't ever let anyone else know (which I will not reveal still) and me telling her my secrets. Being open and honest is a good thing and from your posts I can tell you think a lot of him too.
So I would say like the others have said. Slow down and give it time to sink in. After a time if you just cannot handle it then at least you honestly tried and so did he. No dishonor there. You may eventually get more comfortable with it you never know. Just be sure he will not likely grow out of it he may start keeping it a secret or even stop doing it to keep you. He will always want to though. It sounds like you have something that is pretty special but reality is reality. Neither one of you should live with something that bothers you. I wish you both the best.