Of course it's OK for you to be friends, but the part about your husband not knowing speaks to future problems. Assuming your husband is also evangelical, he has the potential to go postal if he finds out. I think you have two courses of action open to you. First, you can cut off all communication with your Islamic pal, and hope your husband never finds out. Second, you can go to couples counseling to "work out your communications difficulties" and explain that you have tried to explain this friendship, but your husband won't listen. I doubt your pastor would be a good mediator.
My wife has a Muslim friend (Ibraham) who we met when we visited Egypt. My wife is Christian, and I'm not, and he is her Facebook friend, and I'm not. I have absolutely no problem with that relationship, and neither should your husband (although I'd play down the part about getting relationship advice from him).