What Tom says is true and make sure that you don't just palm them off after you slept with them with; "I'm not looking for anything right now" as an excuse. My friend used to do this all the time and he ended up hurting alot of girls just because he didn't want to admit to them that he was intending to see other women in the first place. Honesty is the best policy as the longer it goes on the more hurt you can cause.
In fact, you could tell them to read the eminent psychologist "Carl Rogers on personal power". There is a chapter in there about polygamous relationships and how it can be a great and beneficial thing. If you can find enough girls to go along with this then your golden