I find that men who are interested in me, usually try to drop hints/compliments at the same time.
They will say things like, ' Ahh to bad you are married !', or " Your husband is a lucky man' or something to show me they find me interesting, or like me.
These gives me a chance to put it out there right away, without getting in to to much detail.
I`ll respond with something like ' Yes, I am happily married to a great man, but we are in a open relationship. If that has you curious, feel free to ask questions !'
From there you can usually read their face right away. Some people need to chew on it for a bit, some people ask questions right away.
If they appear as if they need to chew on those facts for awhile, I switch the conversation to something fun, and easy.