When is it okay to start a new relationship after an old one?

I broke up with my boyfriend of 1&1/2 years 3 weeks ago. Since shortly after we broke up, I started sleeping with a new guy that I liked and I thought we could just have sex with no feelings… stupid idea I guess. We started spending a lot of time together and started acting more and more like girlfriend & boyfriend. Then, last night, he told me that he would like to take our relationship to the next level, like me be his girlfriend. Seeing as how I just got out of a relationship, I’m uneasy with the idea. When we started sleeping together, he was such a ladies man and he told me he wasn’t looking for anything long term and vice versa. But, it just sort of happened. Now, I feel like I could handle being in a relationship with him, but a lot of my friends couldn’t. I’m totally over my ex, the relationship was ending for a long time coming.

Now, I just need to figure out what we should do. My roomie says we should stop sleeping together, take it slow, and get to know each other better and see if we want to date then. But, I know that this conversation is just going to keep coming up. I don’t want to hurt my ex, and new guy is a drug dealer. He only deals some petty stuff and I use as well, but I used to date another dealer that completely went nuts. And, I can’t help it if it bothers me. I talked to him about all of this and he just said that we didn’t have to be official necessarily, but I don’t want to string him along and hurt him. Thoughts?