WHICH ! I think this is the first time I've only said ONE word in answer to a question. Oh dear, I've just said a load more words. Damn! I said some more!

John told me Jack's going out with Helen, ___which______ I find hard to believe.

Incidentally, it is slightly more correct to write: "John tells me that Jack's going out with Helen, which I find hard to believe." i.e. we need the "that" in "... tells me THAT Jack's ..."

You probably know that "me" can become either мне or меня in Russian, but because of the verb "explain" and English word-order, the "me" in "explain me" ONLY means меня! :D This is a common (and slightly funny) mistake, but the phrase you need is "explain to me". Or, even better "explain this to me".

"which" is the correct word to use here.