I did this-- I started one relationship (well, with a couple) and then started seeing another guy within a few months. The thing that helped was that I really was only seeking secondary-ish relationships with all involved. (hierarchy is a complicated topic, but worked for me to keep my head straight.) It also helped to have a set schedule early on.
AND to schedule some nights alone. This is crucial.
A relationship should progress at the pace of the slowest person (sexually, and emotionally). You can set the pace. Good luck.