It's very difficult to keep two women from knowing about each other, especially if one of them has "reasons" to suspect you may be pursuing this type of thing.
Like vandalin said, your best chance at poly is to come clean and hope they love you enough to forgive your mistake. The other option is to quit seeing the 2nd woman until you have your partner's consent.
Personally, my feeling is that if someone has an affair and realizes it was a mistake and ends it, they should keep that information to themselves. I'm all for honesty, but I think people put honesty on a pedestal and pretend it's more important than anything. I don't agree with that. When someone comes clean after they've ended an affair, it's usually to relieve their guilty conscience. It really doesn't do their partner any good. It destroys trust and causes them immeasurable pain. I've always felt that if my partner made the mistake of cheating on me and realized it was a mistake and didn't do it ever again, I would be happier never having a clue. I've always been the "happy in my bubble" type of person. If I let myself realize how much terrible shit there is in the world, I don't think I would get out of bed in the morning... Sorry, totally off topic now.
To summarize: If you want to turn this into a healthy poly relationship, you have to tell them, otherwise it's just cheating. If you know that they won't go for it, then your best move is to end the affair. If you keep seeing them both behind their backs, you increase the chance of losing them both.