When it comes to getting a psychological kick in the ass, the simplest and most straightforward one is usually the right one. With total respect to everyone here, I had to snort and roll my eyes at the concept that you might need therapy or counseling.
Nycindie probably hit the nail on the head. You are brand new to poly, OF COURSE you are going to have jealousy issues. I went through these myself... both of my partners did, and sometimes we STILL do. There's nothing at all wrong with this, it's not necessarily unhealthy to feel these emotions, and you will find that as you get acclimated to this relationship and you feel out each other's boundaries, you will start to feel better about everything.
I want you to humor me with something... If you have never done so before, read The Pit and Pendulum
, by Edgar Allen Poe. You don't need to read the entire thing, just the first half or so. I think that it presents a parable for any poly relationship. (Hell, or for relationships, period.) Note that the unnamed protagonist awakens to find himself alone and in the dark. His first overriding urge is to get a clear understanding of his boundaries. Only after he knows the exact dimensions of his prison will he be satisfied and ready to move on to other things. I love this image, because it speaks so greatly to me of human nature in general.
You are in the dark right now. You have not fully explored the parameters of your new poly relationship, and so the unknown (quite understandably) scares the shit out of you. Like Poe's protagonist, you are going to start exploring your confines, and once you have done that... you are going to start feeling better about them. (You might also point out that the protagonist very nearly died in doing this... that's an equally applicable lesson in itself...
The big thing to keep in mind is that this is NOT abnormal. You are going to have crappy days in the big wide world of polyamory. You are going to have amazing days, too. But the same can be said for being mono, for what it's worth.