I'd want to know. If the person who told me was a very good friend, I'd probably believe him or her, or at least I'd put enough stock into what they thought to do some more investigation myself for solid proof.
I had a friend who went through this. Hubby was cheating, she found out, did the counselling thing, "everything was fine", he was still cheating, I knew it, did the anonymous letter thing written as if it were from someone that her hubby and his GF worked with, she followed him to the GF's house one night based on the info in the letter(you would be AMAZED at how easy it is to get info if you know where to look or who to ask or even how to ask!!), caught him and GF going out, and divorced him.
I am a believer in marriage. I am a believer in "until death do us part" for most things other than infidelity. I am more of a believer in integrity, and someone who cheats has none. Integrity is the basis for every other character trait we have, so if your character is built on a weak foundation, what kind of person will you be? My DH has known from Day 1 of our marriage that I will weather any storm with him, but will not, for one minute, tolerate cheating. There will be no counselling,there will be no second chance.