I think it would have been better for you to tell the truth. Your right in thinking that his gf already had a lot to deal with, but do you not think that dealing with EVERYTHING at once might be better then dealing with what she thinks is the truth just to find out later that it was not in fact the truth. Then all the hardship and suffering she went through dealing with it the first time would be for nothing, and she would have to start again.
However, as to whether you go back and tell her now is much more difficult. It depends on how long it had been since you told her and how strongly he went along with your story. Maybe the best thing would be for him to talk to her and let her know exactly what happened, with it coming from him it'll be much better for her to deal with.
In the future, just remember that communication is the ultimate key to all relationships, without communication, it will surely fail. He was right to let her know, but should have told her the full story from the outset, if they can deal with the whole story straight off it makes it much easier.
I know you didnt mean it to happen like it did, but when its happened, you have to stand up and take responsibility for your actions, its strenghens you as a person as well, and helps you learn for the future not to make the same mistake.