What do you do when you are not supposed to date a co-worker? Complicated. Please Read!?

I am an apprentice for a company that I have been with for a few months. The general rule there is you can not date anyone within the company because there have been some huge issues in the past. And I am a girl in a man's industry. Anyway. A guy at work and I have been infatuated with each other for a long time and kept it at friends. But recently he told me he wants to be with me but hates the rule. I feel the same way. What would you do? I can not lose this apprenticeship!