This is exactly what happened to me...except that I was the one who was told. We are now 5 years and 3 GFs in for my husband, whom I call Piped Piper. It has been very difficult for me. I used to feel sick to my stomach and ask him why he was doing this to me. He said I could pick the women. :P In fact just the other day when I was feeling upset that the latest "she", whom I've nicknamed Colada, he said, "I don't what your problem is, I gave you choices".....uhhhh...my choices were I could pick or he could. I was not pleased. I feel hurt, lied to, tricked, but overall, I like to say I feel existentially sad.
Good luck to you but careful, this is a tough road for someone who is surprised and feels "stuck" because they married you.