The guy sounds like a real scumbag. So what if he came up with the idea? It's a review paper, coming up with an idea for a review paper is no harder than coming up with an idea for an essay. The hard part with review papers is tracking down sources, synthesizing the information, and writing the paper. If he did nothing other than say "hey, go write a paper on this topic", **** him. The guy is just using you to do his work for him if this is really the case. Honestly it sounds like he shouldn't even be getting any authorship on the paper at all. Maybe something in the acknowledgements section.
Now if he told you which papers to look up, gave you background information on the topic, instructed you on to organize the paper, what to include, what not to include, edited the paper, and things of that nature, then that's different. It's also a different case if this is actually a meta-analysis you're talking about, not a review paper. But if his only contribution was "I have this idea for a review article" then this guy is essentially stealing your work.
I will say this though, I do find it very bizarre that an undergrad was allowed to write a review article. Typically those articles are written by people who can claim some sort of expertise on the subject, which as an undergrad you cannot.
Anyway, I'd be careful with how you approach this. As a person on the bottom of the lab pecking order you're extremely vulnerable to the whims of the people above you, and getting on a PI's bad side can have big and lasting consequences. Also realize that in a dispute where neither side has any hard proof, a PI is going to take the word of a graduate or medical student over the word of an undergrad (unless the PI really hates that med/grad student).
That's what the senior author position is for. First author is "I did most of the work/made the biggest intellectual contribution/wrote the paper". Middle author is "I helped out in some significant way". Senior author is "I'm the guy who provided all the resources, supervised the research, and it meets my standards". Of course, the benefit to being PI is that in the end you get to decide who gets what authorship (or if they even get to be authors at all). It's odd for a PI to take 1st author though without a good reason since senior author is usually more desirable for an established scientist.