I agree with tenchi.
My wife knows i have female friends. It took awhile for her to used to the fact that i do not gender discriminate when it comes to people just because i am married.
besides, who is she to tell me who i can or cannot associate with anyway?
I am pretty close with my friendgirl, but the only time she (wife) gets jealous is when we spend too much time together away from the house. Or sometimes she gets aggravated cuz i want to do stuff with the FG, when my wife is feeling low social. If i leave, then she feels 'left out'. it is sometimes a no win situation.
I guess my point is that these issues do come up, but if your SO is a rational adult, it is not very often. If she trusts you, it is short lived.