Fling with a good friend, how do I handle this?

I have known this guy for about 3 years. In the past year we have become good friends, not super close but a good friendship: we have a lot in common. He has moved to another city, but we keep seeing each other whenever he visits my city, every few weeks AND in the past couple of months we have started kissing and having sex. The first time he made a move I was really shocked, but the second time he tried I gave in because I was curious but I keep being super scared that it will ruin our friendship. I generally have really bad luck with my flings, they usually end up with the guy leaving for a variety of reasons and me having a broken heart and negative feelings for these guys so I am terrified at the idea the same thing will happen with this guy. I would be absolutely broken if things went badly. At the same time, it's too early to have any kind of serious talk as I also don't know what I want exactly, I only know what I don't want.
Fling with a good friend, how do I handle this?
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