1NAMillion,
I don't think you should be feeling guilty at all!! Marriage is a HUGE step, and, to paraphrase the vows, 'one that should not be entered into lightly, but discreetly and reverently (what is that word?!?!

)'. You have every right to think about this relationship in light of you new found relationship with Christ and your boyfriend's feelings. Le me ask you a question...you said in your post that
"Last month, I gave my life over to Christ and I don't think he wants me in such a close relationship at this moment. "
Who is the 'he' that you refer to? Is it Christ or is it your boyfriend? If it is Christ, what makes you feel that He does not want you in a close relationship?
I have had friends who were in similar situations, and 1 of 2 things happen: either the other person was lead to Christ by the believer, or there is a lot of tension because of the time away (attending Church, Bible Study, etc), the money (for tithes and offerings) and the changes in behavior/interests, etc. (which you alluded to).
I encourage you to talk to someone (Pastor, elder, etc.) at your Church to discuss your feelings. You may also want to suggest premarital counseling at your Church to your boyfriend as well so he can truly understand the commitment you have made.
You will probably find a lot of people quoting 2Corinthians 6:14-20 to you about this situation or 1Corinthians 7:13-16, although the latter passage deals with folks that are already married. I hope this helps. Feel free to send me an e-mail if you'd like to discuss further.
Eclipse
p.s. Of course it should go without saying to PRAY about it!!