How Important Is Religon?

Well next week I am going to marry my amazing boyfriend. We have been dating for over a year and things have been great. Well, almost. See, four months ago I started going to a mourman church. I love it and I think it is one of the best things I have done. The problem is he is Christian and does not like me going to another church. Over the last few weeks he has become used to the idea.
The church I am attending is 3 hours on Sunday then I go to bible study twice a week. During the week I go when he is at work, so it really does not affect him.
In a few weeks I am getting baptised and he is saying he does not want to go because he does not like what I am doing!
Help! I feel torn between my soon to be marriage and if I should continue which church to go to.