We have just been through this process and I would say go carefully. Admittedly I was bi-curious rather than bi-sexual so that was problematic in itself.
We found our lady online on a dating site and then took it "live" as it were.
Advice: Set out clear boundaries, don't take anything for granted. There is a thread I started last week under general discussions entitled "Help, In a right pickle"
-Go very slowly because if it doesn't work, which it probably won't because the stats are apparently way against it, she will be losing two relationships and so it will hit her a lot harder than you.