My daughter just got engaged to a jewish man?

I don't want to sound like a bigot but I don't really know how to handle this one. I am a christian and raised all of my children in that faith as well. When she stated dating this man I thought it was just a phase and wouldn't last long. I thought to myself "Don't worry she won't end up with him. She'll want to find someone with the same faith as her" I guess I was wrong. She is saying she is going to convert to Judaism. They both will be coming to visit over christmas (this made me laugh. I have a jew coming to my house for Christmas) but I'm not really sure what to say to her. I don't hate the guy I'm just afraid for my daughter. The only way to heaven is through Christ and she won't be following him any more. The thought of my daughter going to hell is crushing me. What should I do?