You just need to ease your son away from the KH teachings slowly.
My son was 7 when I left. We didn't go to a different church, but I had been a nazi witness, and then all of a sudden we were not going any longer. I sat him down, and explained to him the best I could that it is important to follow what you believe, and that I had discovered some things that made me realize I didn't agree with the things taught at the KH. That I wanted him to have a life where he could get to know people of all walks of life, and that the KH wouldn't allow him to play with other kids, just because of their religion. Of course, he did have some guilt the first time we celebrated xmas, and some with his bday, but he adjusted pretty well. I think it helps a lot if he has some non witness friends too.
I agree that you should really take things slow if you are uncomfortable going to a new church already. Does your boyfriend really understand how you feel about it? You may need to have a few more discussions and really give him some details about why it is uncomfortable. Also, you need to know if he would still be with you if choose not to attend his church. This is VERY important...you really, REALLY need to find out for sure before you get married.
Good luck, and welcome.!