Help! Her husband's ex is harassing her

Dear readers,

I have been married for eight years. From rumours, I recently discovered that my husband had a child with another woman before we got married. I confronted him about this child and he initially denied its existence. I kept pestering him until he finally confessed the truth. 

Of late, the other woman has started harassing me. She has attacked me on several occasions, although I keep ignoring her actions. The most disturbing thing is that my husband and this woman are still in touch. My husband is supposed to protect me from this woman, but he does not. 

I feel I got married to the wrong man. I want to walk out of this marriage, but I fear for my life and that of children. 

What should I do?
Doris