Hun, this isn't a fail all in attempts. It sounds to me that you and the woman just did not click. You weren't very compatible in this sort of poly relationship. Your partner may have said he just is not in to the relationship anymore, being open, but that is not necessarily true. He just was excited to have this open-ness and would just rather not hurt you than to try this again. Instead, if you want this, I would suggest YOU bringing home the woman instead, and YOU take the lead. You feel as though you over-reacted, and indeed you did. They probably just felt you understood what was going on, but just were not in the mood, and seeing as you gave your partner the 'signal', he didn't know he was hurting you at all. You will recover, just pick yourself up, dust it off, and know this isn't the right woman for your relationship. Find someone you really like, a woman who you know you can trust to be in-tune with your relationship, YOUR feelings. Someone who may know very well.
Good luck, don't beat yourself up about something you weren't comfortable with. If you truly want to experience a poly relationship, you MUST be comfortable, and it wouldn't bother you if they were having fun while you passed out, or if you'd walk in, you'd be like 'ohhhh, that's what you meant.
Well make room for one more!'
Don't let yourself insecure with this man. You are with someone who you must not have too many doubts about to be open to this. You should know he loves you completely before opening that love up to others.