Good that you owned up to it. Yes, of course she's in shock. I am sure you will bring this up in therapy? Hopefully the therapist is poly-friendly or is familiar with or understanding about "alternative lifestyles." If I were you, I would make sure your wife "gets" that your love for her has not faltered, and mention that this is a step that people take when their relationships are strong and basically happy - so it doesn't automatically mean that there is something broken. Please let us know how it goes.
Hot chick in the city.
Oh, oh, can't you see? Love is the drug for me.