Hi alba! You're in luck! There's a GREAT, new website for (US) Expatriates in Spain @
http://www.SpainExpat.com . Towards the top, you'll find a list of links to US Expatriate Clubs in Spain. One, in fact, is the American Womens Club of Madrid. Check it out! This (newish) website has A LOT of useful information for people like you who want to move to Madrid/Spain and/or are already living there.
Saludos, MadridMan
P.S. If you love this man, I hope it works out and you can marry and live in Madrid. Lucky you. (boo hoo... sniff! sniff! I'm envious) Say, does your boyfriend have a cute/nice/available sister by chance???!
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