What happened is that your girlfriend was raised in a cult. She was lonely, because dating prospects are not great in the organization, and so she broke the rules and got involved with you. She was able to forget about her religious beliefs for a while, because the desire to love and be loved is very strong, but she still believes in the religion and it was inevitable that she would be found out and punished.
Being disfellowshipped is very painful, so it has shocked her into obedience, plus she obviously still believes in the religion. She has made her choice, she is choosing the religion over you. Your choice is to walk away or join the religion. You will be expected to spend hours each week in meetings, go out in the door to door service, and give up independent thought. You will have to give up all your non JW friends, holidays and voting and believe in creationism instead of science. If your child needs a blood transfusion you will be expected to refuse, even if it results in their death. You can be disfellowshipped at any time for anything three elders agree on.
Before you even think about joining, I urge you to learn more about this religion. They are not honest about their history and practices. They have changed doctrines so many times even current members get confused about what they believe. They are led by a group of men in New York who dictate what everyone is to believe and do, they claim to be directed by God, his sole channel of communication with mankind . They believe that only Jehovah's Witnesses will be saved, that everyone else will be destroyed at Armageddon, which is happening soon. In fact, they have incorrectly predicted the end many times, all of it based on some wacky chronology based on an incorrect date. They have a history of covering up child sex abuse, denying they have a problem while secretly paying out millions in settlements. They mind control techniques to keep the membership.
This is just the tip of the iceberg. For a good starting point on learning more, I suggest JWfacts.com.