I say proceed with caution. You can always say no. If he doesn't understand, or worse yet respect your wishes, maybe you should reevaluate the relationship. That being said...

How serious is the relationship? I ask because if you go through with the menage, your relationship with your man will change. Bringing a third person into a relationship that was designed for two is always troublesome. Unforseeable things happen. If you are cool with any possible consequences, then you might want to go for it. If you are really worried that he is wanting someone else other than you, then you might want to back off. Would he have her without you, or does he simply want to watch you and your girlfriend?

I personally would love to have two women at once. However, I would not want one of them to be my wife. Does that make sense? I wouldn't want to change that relationship at all. The threesome would be purely for kicks, no strings. That kind of makes me scratch my head about your guy.

Hey, who knows better than you? Just listen to yourself and don't do anything you aren't prepared to deal with ramifications of.

Good luck.

__________________
"Even a man who is pure of heart
And says his prayers by night
Can become a wolf when the wolfbane blooms
And the moon is full and bright."