As someone who is going to school to be a therapist, my opinion is to get a second opinion. It is fairly normal for men to have sexual fetishes about wearing a pair of panties or whatever. And be honest with yourself. What about this needs to be cured? It is not harming your body, it is healthy to express your sexuality, and we don't tell people who get off on wearing leather to seek therapy to be cured. AA is a group therapy for people who have a mental dependency to a substance that extremely harmful when abused. Cross dressing has always existed, and some cultures even held trans gendered individuals in high regard. And cross gender behavior is not exclusive to humans.
There are the social problems that can be damaging, and should be considered when making a decision if you want to express this side of yourself. Honestly if you don't get very nervous, anxious, and worried about the future of expressing this side of yourself, you aren't thinking into it enough.
But ultimately it comes down to what you want. Your wife is her own individual, and she may grow to accept your crossdressing, or she may not. And if she doesn't, you have to decide if you want to suppress what really is a part of your identity in this relationship (I'm not trying to sway you by saying it's a part of you, I am just being up-front and honest about it), or if you want to express that part of yourself and move on.