I guess I'm in the minority here as I don't find your story to be shocking at all, really... when I was 18 as a freshman in college, I definitely did some wild, crazy stuff sexually. I'm sorry that you're in such a difficult situation.
Thankfully during my experiences I never got pregnant or contracted an STD, but you never know, even with protection. Like others have said before me, make sure you get tested. Let's see, what else... well, you have contacted the men involved, which is good on you. I would be surprised if you hear from them again, honestly, but it doesn't seem like you really want contact with them, anyway.
What you really need to do now is to tell your parents. Okay, so this will probably be the worst part. If I were you, I would probably leave out the threesome information. I realize that honesty is the best policy, but if I were in your shoes I would likely say it was a one-night stand with someone you didn't know. That's just me, though. And then you need to get yourself to a doctor, ASAP. Since you won't consider abortion at all, you do need to sit down and consider the two remaining options -- adoption or raising the child on your own. It's a pretty huge decision and you obviously won't want to take it lightly.
You're in a really shitty situation and your life is going to be pretty stressful for a while, but if I were you I would just bite the bullet and do what has to be done (telling your parents, going to the doctor, etc). I honestly hope that everything turns out well for you.