Some people are not cut out for poly. If that's you, that's ok and you're allowed to walk away. But, judging from the stories we regularly get on this site, I would say that most people can learn to break down and manage their jealousy, and eventually even develop strong compersion.
Learning to understand and control your jealousy response may have major benefits to you throughout your life, and of course there's the obvious immediate benefit of keeping your relationship with your bf and your friendship with Anne. Because no, it's not too late to change your mind, but it will likely cause some serious resentment over time if you bar them from the path you spent so long toying with exploring. You can ask them to go slow and set limits, that is totally ok, but you have to be prepared to truly work hard on yourself with the goal of giving their relationship all the freedom that love desires in time.
Great resources here: http://www.morethantwo.com/jealousy-insecurity.html
Me, 30ish bi female, been doing solo poly for roughly 5 years. Gia, Clay, and Pike, my partners. Davis, ex/friend/"it's complicated." Eric, Gia's husband. Bee, Gia and Eric's toddler.