If you want to mess around with others then make sure they know it's an open relationship. It's fun until you meet someone you care about, then you have to say bye to the others and stay with the one you care for.
The fact that you refer to it as cheating conveys that deception is involved. Treat other people as you yourself would like to be treated. If you are not a trustworthy person when out of sight then the person you are letting down most is yourself.