I would say nothing to the husband. You never know what kind of a person he is, and he might do something crazy or violent. But you can tell your sister that when she is with you, the price to keep the secret, is for her to never bring it up around you again, and to not use the time you hang out as time to talk/text to this guy. She can count on you to keep your mouth shut, but not be her side kick bitch and faciliate her cheating. It makes it less about keeping a secret and more about you being in collusion and approving of it.