There’s only one way to find out how deep you are in this mess, and that’s to get Mrs. White to tell you what happened on the night of the murder.  However, it might be best if you didn’t let her know about the gaps in your memory.  She herself may be the killer, and if she figures out that you don’t remember anything, she could tell you lies in order to protect herself.

You also need to start thinking about an alibi.  Being alone in your room isn't much of a story, especially if you aren’t even sure that it’s true.  Of course, even if Mrs. White was with you, you can't exactly say so.  Your wife would have your head on a platter if she learned of your affair.

The Inspector is a very smart man, so be sure to maintain a respectable façade.  Don’t be too obvious about talking to Mrs. White.  Find excuses to sneak out of the room if necessary.  Get the servants to help you.