How nice of this chap to load all of his problems on your girlfriend!!!.
At the end of the day this bloke obviously had major issues that were nothing to do with either you or your GF and i for one find it unforgiveable that he has involved you both in this way.
Sure its very sad that he was that down in life to do this but you must impress on your GF that had it not been now it would of been somewhere down the line and theres nothing either of you could of done about it.
You and her must not blame yourselves for what was a very selfish act by someone else!!
Hope you both fell better about this soon.