I feel jealous around his ex...

My boyfriend (now fiancee) of two years is the love of my life and after some time I accept he loves me just as much. It took me so long to believe he loved me because of his ex-girlfriend whom he was with for five years (she finished with him). You see whenever I was out with him and she was at the same bar, gig, party he would always stare at her or go over to were she was standing even if she was with her new man, it really did my head in and so I continued to ask him why he was doing it, he said he had no feelings for her and they were 'just friends'. Now every thing is alright in that department as he has proven to me he loves me now in so many ways and I trust him. The problem is her, she bitches about me and I even got turned down from a job because she works in the same company, but it's not that, it's just I am so jealous of her: she's pretty has nice clothes a good job and she is so confident. I always compare myself to her and copy her. I can't help it, I just want her to be jealous of me for a change. I don't think I am ugly or a bad person so what is happening to me?? HELP