Should i change religion for babys sake?

I am 35 weeks prgo en before i meet my fiancee he promised not 2question about my religion,as he is a muslim and iam christian we were ok all along even he could read the bibble , but i always felt it might bring some problems later as his family always questioned him of being with achristian so he said we can have a civil wedding as he doesent want our baby born before we are married officially even though we have been staying together for 2yrs so my problem is i have been asking about it en he is telling me we go to the mosque as that what his religion says and i always knwo if i get married in muslim way heis entitilled to marry even 4 wifes en doing it i have to denounce my christianity to be a muslim which is so hard for me as my Dad is a pastor en have been brought up in church iam sad becouse if he had told me this before i could have not alloowed we go this far we even argue BABY name as he want a muslim name en i dont want and same to him .He is good man only RELIGION