My dad was afraid we would lose something special. His words, not entirely sure what he meant. I don't want to say he doesn't approve, because we've really moved past that point in our relationship, but he doesn't get it, and doesn't want to know. However, I do my best to ignore this, and if it is natural to talk about Mr. A, then I do so. For example, if I've visited Mr. A and he asks what I did on the weekend, then I tell him I went to see Mr. A.
And he does seem to be slowly getting that this strange thing that he would never dream of doing does actually work for us. Recently-ish, I had a rough go with some stuff, and he said, "Well, you've got Indigo and Mr. A to support you, too." That was a great feeling.
Dan Savage, a sex advice columnist, advises gay kids coming out to their parents to give the parents one full year to ask stupid questions and be insensitive clods. In that time, it is the kid's responsibility to be patient with their parents and educate them and it is the parents' responsibility to educate themselves. After that, if they are still being unreasonable, the only power you really have over them is your presence in their lives. If they won't accept you as you are, well, removing yourself from their lives is really the only leverage you have.
Since poly is quite unheard of, I'm thinking Dad gets a few years.