I am in nearly the same situation at this very moment in time. Obsession is never, and I mean NEVER a good thing. Take it from someone who knows. (Side note: Don't fool around with anyone you don't have feelings for. You will regret it.)
I'm glad to hear that you do not regret it, but first you need to think of some of the consequences before you worry about trying to snag the guy for good. (Don't worry, I will get to that).
You're Risking an STD
First of all, did you use a condom? Or any kind of birth control? If not, you need to worry about becoming pregnant, contracting an STD, like AIDS and many others. Those are the things you need to worry about most. Before anything else. If you did practice safe sex, then good for you!
OK, now you need to sit down and think. If this guy is already playing with your emotions when you're NOT dating him, do you think it would get better if you were? I doubt it very much.
He's A Bad Habit
How he treats you now would only be a reflection of how he will treat you later. It's not going to get any better overnight. You also need to think about if he is really worth the upset/depression you claim you're feeling. I suggest that if he isn't, you drop him like a bad habit. Because honestly that sounds like what he is.
Now, if you've come through all of this, and you are still convinced that you want this guy, and no one else, then you need to call him up and tell him you need to talk to him. IN PERSON. Get him somewhere alone perhaps a coffee shop. Tell him how you feel.
At this stage, do not be afraid of rejection, since I know that is probably what you are thinking. But you've given your virginity to this guy. And rejection shouldn't even be a fear for you. So if you're nervous, find some way to just bite the bullet and get over it.
Tell Him How You Feel
So as I said, tell him how you feel, tell him you'd like to have a relationship with him. And that he means a lot to you. Tell him everything that you might be thinking at that point in time. If he doesn't get the picture, he's not worth your time in the least.
This is also the best way to try to get him to understand where you are coming from. You never know, he could just be reluctant because he feels like you don't care as much about him as he does about you. And until you talk to him, you'll never know.
If there are any questions you need/want to ask him then do so. You deserve the answers.