Well there's always the whole "you do something for me and I'll do something for you" arrangement. If he does the threesome thing with you, you could do something he'd like to do.
If he does agree to it then do the whole "rules" thing and try and get him to set some rules for you, that way he can be more comfortable with the situation.
Once he's doing it he probably won't mind too much as long as you've taken those preemptive measures to set restrictions.
Of course, if he's still really uncomfortable with the idea even if you do talk about rules and stuff... just try talking to him about it again later in the relationship. Maybe once he feels that you two are closer he'll be more comfortable with it.
Regardless, assure him that you're not like that other girl who left her boyfriend for another woman and that he's the one you love, not some other girl you happen to mess around with for one night.
Try bringing it up and saying "How would you feel if we put restrictions on how far we go with the other person" or something to that effect. Gently coax him into it. Chances are if he's slightly open to it, you can convince him.
But if he's just flat out offended by the idea it's best to let it rest for now.
So talk to him about it and include what I had mentioned and post how it went.
Remember, don't push him into something he's against doing, it'll only spark resentment.