No, he can't go to jail just for having a 15-year-old girlfriend.  Keeping your time together, for now, under supervision at a parent's house is an excellent idea, just to be safe, for everyone's sake;  it isn't impossible for a child welfare worker to see a relationship like yours as a problem, but as long as there isn't any sexual activity or anything else illegal (drinking or drugs), and there's appropriate supervision, there isn't anything to worry about.