This may end up being quite a long reply, so let's take each issue individually.

First:
You state "somthing isn't right". Now you have to pray and examine two thoughts: Is it God telling you something isn't right and you don't want to listen; or are you relying on your own instincts and not relying on God to help you answer this troubling "feeling".

Second:
"He never gave me reason to believe he is cheating, but I just think about it..."

Several things come to mind here. First, ANY relationship has to involve TRUST. Without trust, there can be no love. If he has never given you reason not to trust him, why would you judge him so?
[Matthew 7:1-2]"Judge not, that ye be not judged. For with what judgment ye judge, ye shall be judged: and with what measure ye mete, it shall be measured to you again."

Also, do not forget that Satan will enter your thoughts, and deliver countless lies and fears within you.

Third:
"...the only thing I am worried about is his baby's mother that he is so close with".

This too could indicate other things. Jealsousy comes to mind first and foremost. Knowing that he has had intimate relations with this other woman will always be a reminder due to the fact that his indescretions led to the creation of a life. If this person is taking responsibility for his past actions, he will be active in his baby's life; which will also include interacting with the baby's mother.

Are you insecure about this?
Are you allowing his involvement with his baby to generate feelings of jealousy within you?

Unfortunately if you can not rid yourself of these feelings by seeking God and His wisdom and advice, you need to re-evaluate your relationship with this person...as he (hopefully) will be involved with his baby for the rest of his life.
Jealousy is also considered a sin.

Fourth:
"He say's I'm insecure. Am I?"
Are you? If they say there is nothing going on, and you have no proof that it is, what would lead you to believe that they are not being truthful with you? (Could it be because they have a baby together?) Do you not consider him truthful, or would you rather believe that he is lying to you?

I sounds as if there are a lot of issues to deal with in your post, and first and foremost you need to turn to God for the answers; and then listen (and heed) to His reply.

Also, I am curious about your age based upon a few things you mentioned and the overall gist of your post.

I will gladly offer a prayer for you, but remember, God also needs to hear from you on this; for only by loving God (and accepting Christ) will He bless you with His love and wisdom. I mention this due to the fact that nowhere in your post do you mention your relationship (if any) with Christ.

Heavenly Father,

Please enter squoia's heart and soul and help her in her time of trouble Lord. Please fill her with your wisdom and knowledge in how to approach and solve her problems in her relationship with this man.

Lord, I ask that you work through her and help her during this distressing time, and provide her with the answers she seeks. Lord, if Satan has entered her and filled her with fears and jealousy I ask that you help rid Satan from robbing her thoughts.

Amen.

Good luck and God Bless. 

First of all are you seeking a boyfriend or a husband.If you are seeking a boyfriend then be his friend but if you are seeking a husband then you need to take these things that you are feeling into strong consideration. If he is seeking you as a wife he must cut ties he has with his baby's mom or else you will get hurt(very hurt) in the process. If they have a history of getting back together then this is a sign that he is unstable and double minded. The word of God says that a double minded man is unstable in all his ways and let not this man think that he receives anything from God (James 1:8). If he isnt cheating, its highly probable that in time he will because seemingly she is a safe place for him and until he makes a decision on what he wants to do with the relationship with his baby's moms he will be back and forth in this. My prayers are with you.