This reminds me of a recent question to Dan Savage, I'm going to link to the answer:
Question about telling people you're trans
I know people here have mixed feelings about Dan Savage, but I personally found it to be good advice, AND relevant to being poly, too.
Also, reaction on the advice from Buck Angel here
(bottom of the blog post, audio file).
Now, this is a gay trans guy and not a bi trans woman, but I assume that telling people you're trans would have similarities across genders and sex orientations.