The only advice I can give is be careful. Proceed slowly. The 'idea' of having sex with others or engaging in threesomes for some is more satisfying to some than the actual act. Not everyone is actually cut out for it, and moving from fantasy to reality, for some, can be a mistake.
Before you two actually 'cross the rubicon' take some time and communicate with each other extensively on the subject. Talk it through. Discuss your wants, desires and fantasies, but don't for get about boundaries. And then proceed slowly.
You can attend a swingers club or party, if you like. Or find a suitable third for your encounter. Start with some 'soft swap'; kissing, touching and heavy petting and see if you want to go further.
Your main concern, and hers, should be to avoid causing damage to your relationship. This may not be as easy as it sounds as it's almost impossible to anticipate every circumstance that may arise.
I know it sounds cliche' but it's true: The key is communication; before, during and after your encounters. Be completely honest and open with your partner. Since you're entering new territory, give each other great latitude for error. Expanding your sex life to include others can be very rewarding, as it has for us. But it also can be the worst mistake of your lives. Knowing the difference is not always obvious, but if you begin slowly, even if it is a mistake, any damage can be minimal. If it turns out that 'lifestyle' is for you, than expanding your horizons is easy.