Don't worry about it. If you join a sorority next year, you'll have your own secrets!
But seriously, I can see where it'd be annoying. My boyfriend is not Greek and he doesn't really understand why I can't tell him certain things. (He laughs when I tell him "it's a secret!") The thing is, though, you'd probably feel bad if he did finally break down and spill everything, right? You know, I have an idea--what if you started hanging out with your boyfriend and his fraternity a little bit (you know, going to their date parties, etc.) so that you could sort of get to know them. I think that would help alleviate some of the "left out" feelings.