I really fancy this guy, I used to have sex with him but he always had a girlfriend.

In my opinion, you shouldn't give guys that cheat on their girlfriends a chance.  If you become their girlfriend, they will only cheat on you as well.

He said he really liked me however I never got to know him very well it was just sex.

That should tell you everything he liked you because he was getting sex without having to commit anything more.

I started dating someone and now he is really nasty to me and I don't know what I have done wrong.

He's jealous, because he still wants to use you for sex, when he wants, so he doesn't want another bloke on the scene.

He kind of takes the piss out of me and I get the feeling he is always nervous around me. The wierd thing is he always is staring at me when I am with my boyfriend.   My friends say he is constantly looking. 

Yes, because he is jealous.

I really wish I knew how he felt but he still has his girlfriend and I am not with my boyfriend, but I really want him. 

You shouldn't really want him, if he did not dump his girlfriend for you, then he obviously doesn't value you enough.  He just sounds like a cheat that wants to use you for sex.

He is not the type of person u can talk to emotionally either.