I've been struggling with the urge to cheat on my fiance.
That sounds horrible. Why would you cheat on your fiance?
I am unhappy in my relationship.
You shouldn't cheat on your fiance.  You should break off the engagement instead.
I don't want to, I want to cheat.
You should talk to your fiance and tell her how you honestly feel. If you can't fight this urge to cheat, she may not trust you enough to stay with you. It might be good to take a break and explore other options.