Depends on what my mean by "seeing"
as to whether or not you are wrong, if you know your gf has or might have the wrong impression of how you feel for this woman you are seeing, even if you didn't intend to give her the wrong impression, but if her understanding of your relationship is not accurate, then yes you are doing your gf wrong if you knowingly let her continue in your relationship with a false impression. It's wrong to not clarify if you know she isn't clear about what's going on. It's wrong unless you both have an expectation that it's OK to mislead the person you are "seeing".
The most successful way to begin the discussions if you have never had such talks, is to inform your partner before there is anyone in mind. More times than not your partner will feel like you have conspired against them. Unless you think your gf is going to take to poly like a fish to water, you may have to let this one go as most SO's take to poly like a fish to a bicycle if you already have someone in mind.
Or do you mean "coming out" poly in the traditional sense, like you our introducing your two partners (who already know you practice polyamory) to your parents.
But it sounds like you mean tell your partner you want be non-exclusive as opposed to your current relationship, which your gf considers exclusive I take it?