Honestly, ignore the feelings you have. He's your family, even if he's not actually a blood relative and he's only related by marriage. Either way, he's your family and that's not right. There are plenty of other people in this world that you will end up having feelings for.
Personally, I think you should ignore the feelings and try and get rid of them. You can look for something or someone to keep you busy so as to forget him or her and get rid of the feelings. It is not only incest, but it is wrong to have feelings for a relative and it is also considered illegal. Think of your cousin as a sister or brother who you would not even think of getting that close to.
Do you Love your cousin ? Does he/she love you back ? Love should be normal unfortunately society doesn't accept love between cousins all too much, discuss the situation with your cousins, see what happens :) if your happy that's all that matters !