The direct approach is often the one that gets you an answer quickest.
If that doesn't feel comfortable to you, then you can talk around it. A lot depends on the nature of your friendship with the person. If you tend to chat about everything and the world in general, find some way of bringing up in conversation celebrities that have open relationships, and try to read what sort of reaction you get from him.
If he says "yeah, it's alright for them, but I could never ever do something like that" then you have an answer, and haven't exposed yourself to him any more than you needed to.
"Listen, or your tongue will make you deaf." - Native American Proverb