I am the married wife in a situation similar to yours. My husband and I are in the process of integrating our new girlfriend into our lives. We've only been in this poly-fi relationship since the beginning of March...so it's really new to us also.
This is our first go at this kind of a relationship, and she (Pinky223) hasn't been down this road before either.
We just keep communication lines open. Trust me, we have had issues to overcome in our short time together, and there will be more in the future, to be sure.
I've got a thread going on the board. You should read it. Maybe we can help each other.
I would suggest you try to get your ladies to check out this forum also. It has been incredibly helpful to me. Not only with advice, but just knowing I (we) are not the only ones doing this, makes me feel better.
Best of luck! I try to remember we are all doing this in the name of love.