You have two options;
Your first option is: The woman must be a chaste kitaabiyya (be among people of the book, i.e. Christian or Jewish), and in that case you can marry her following what Allaah said (interpretation of the meaning):
"and chaste women among the believers and chaste women among those who were given the Scripture (Jews and Christians)" Al-Maidah 4:5.
The second option you have is that she converts to Islam and then you marry her.
Otherwise, remember the hell fire, and remember what Allaah said in the Quraan (interpretation of the meaning):
"And do not marry Al-Mushrikat ( idolatresses, etc.) until they believe ( worship Allaah alone). And indeed a slave woman who believes is better than a (free) Mushrikah (idolatress, etc.) even though she pleases you. And give not your daughters in marriage to Al-Mushrikoon until they believe (in Allaah alone) and verily, a believing slave is better than a (free) Mushrik ( idolater, etc.), even though he pleases you. They (Al-Mushrikoon) invite you to the Fire, but Allaah invites (you) to Paradise and Forgiveness by His leave, and makes His aayaat (proofs, evidences, verses, lessons, signs, revelations) clear to mankind so that they may remember ". Al-Baqarah, verse #2:221
The meaning of "a slave woman who believes is better than a non-believer" is simply that she is better than a non-believer who is (free) even if the non-believer pleases you, even if she pleases you, EVEN IF SHE PLEASES YOU!
We ask Allaah to show you the truth, and to guide you back to it. May the peace and blessings of Allaah be upon the prophet Muhammad ).