From the sounds of what you've said you already know what to do - you're just scared of doing it.
Try this - flip a coin, heads you go, tails you stay. I bet you if it lands on the one you dont one you will try best 2 out of 3.
You already started focusing on yourself by getting the band and sounds like up until now has been the way to go for you.
Dont give that up for some bloke you keep breaking up with - give him the flick I say!