Plural marriage and fair treatment of co-wives, Dought & clear, - * She wants to marrya man but the law does not permit plural marriage. What should she do?

I am a recent convert to Islam. While I was studying Islam, but before I converted, I was dating a married Muslim man. We fell in love and we are still currently in a relationship. I feel extremely guilty!! I love this man, and he loves me. I understand that I will have to end my relationship with this man if we cannot find a an answer to our problem. He is feeling guilty just as much as I am. He has asked me to marry him but since he is already married and we are living in a country where polygamy is not allowed. Is there any wasy that we can have an Islamic marriage that is recognixed my Islam yet not recognized by the State, so that he does not get in trouble.
Praise be to Allaah.
Firstly: we praise Allaah for having guided you to Islam, and we ask Him to increase you in guidance and piety (taqwa).
Secondly: Islam permits plural marriage, even if you are in a country where it is not allowed. Allaah says (interpretation of the meaning):
“then marry (other) women of your choice, two or three, or four”
[al-Nisa’ 4:3]
According to the hadeeth narrated by al-Bukhaari from Ibn ‘Abbaas, the best of this ummah are those who have most wives. The Prophet (peace and blessings of Allaah be upon him) practiced plural marriage, as did the Rightly-Guided Caliphs. There is scholarly consensus on this matter. The sister who is asking this question could marry this man in the presence of her wali (guardian) and two witnesses, and announce the marriage, so as to fulfil the necessary conditions of marriage. It is not essential for that to be registered officially. It is also not necessary for the first wife to know. This is if marriage if possible. If it is not possible then our advice to the sister is to forget about this man, so long as the matter is difficult. Allaah says (interpretation of the meaning):
“And whosoever fears Allaah and keeps his duty to Him, He will make a way for him to get out (from every difficulty)”
[al-Talaaq 65:2]
“But if they separate (by divorce), Allaah will provide abundance for everyone of them from His Bounty”
[al-Nisa’ 4:130]
It may be better not to marry this man, and Allaah may cause her to marry another man. She is right when she says, “I understand that I will have to end my relationship with this man if we cannot find an answer to our problem.”
So she should focus her heart on worship, and learn the rulings of Islam and strengthen her faith and beseech Allaah to guide her and make her steadfast.