Since we began with swinging together, it actually wasn't a huge hurdle for us, at least when it was just sex. I felt a twinge of jealousy the very first night he left to go sleep with someone else, but felt totally reassured as soon as he walked back in the door.
We've since become polyamorous, so now we carry romantic relationships with others as well, and that has added a whole new layer of challenge. I personally haven't struggled much with jealousy, but I know my husband has had a little bit of a harder time. It slowly improves over the course of a few months. Sometimes I think it's just a matter of continuing to prove that I will always come back home.