Welcome to the forum Littleg, I wish I could add something or have a response to your post to help you out in all of this but honestly, your already on the right path. Communication is the most important thing and your both already talking, at length, about this. You already are supportive and accepting as you didn't pack your bags and run. Nothing we can say is going to help or be "better" than what You both are already doing. he's lucky to have You and now it's up to you two to see how all of this works out.
My SO is very supportive and accepting of this side of me. We have a lot of fun with it and really haven't had many problems with it. This is how I feel people who truly love each other should be but from the horror stories here, you have to wonder. CDing hurts no one. It could have been a lot worse. Good luck ;)