My first question to you is why do you like him? I mean, sure, tell your girlfriend once in passing, "Joe is hot. Too bad he's married." But beyond that, I'm not feeling good about the fact that he found out. It shouldn't be a "thing" -- an out there "thing".

Why would he do that? Well, because he is obviously intrigued and enjoying your crush. Perhaps he wants to see how far he or you will take it; perhaps he's desperate for the ego stroke and knows a trip to your cubicle is all it takes to feel like "the man".

But regardless, just because the cat's out of the bag doesn't mean the cat needs to play. It's time to make a concerted effort to get that cat back in the bag and suffocate it. That is, deprive this situation of oxygen and it will go away. When he comes to you, play busy, disinterested, and professional. If you don't dangle a string he'll have nothing to paw at.
Eventually the message will be apparent. This cubicle is closed for ego petting.

Now, this takes effort and most importantly your doing. Sure, you are single and it's not in your control to control him. But think about it; do you want to make out with the married guy only to be that woman? How is that improving your life or future? It ain't. Find a new office crush. One that has real potential to grow strong and healthy.