If your wife has discomfort and insecurities around you having a gf then maybe its not right for her. I reiterate I believe for these types of relationships to truley work each participant needs to have equal fulfilment whether sexual or not.
I accept there are other views, notibly a suggestion that you 'romance' your wife. but what does that mean in reality? I would be genuiny interested to know what effect this has had on your intimate relationship with your wife, as often this is key to the health of a marriage. Im assuming that taking a gf has a strong sexual element/need for you, but if as one person suggested, your wife is turned off at the thought of you with another woman, then I feel it may have a detrimental effect on your wife's own sexuality and self worth.
I suppose it ultimatley depends on whos needs take priority.