In my experience, it has worked well to pick a place and time where you can have a conversation and to pose the question: "Where do you see our relationship going?" Try to ask in a pleasant tone, in a situation where both of you are comfortable and relaxed.
When LadyTango and I started going out on dates, I was also going out with another woman (both of them knew about the other, and in fact there were times when all three of us would get together for an event). Really, it was more a matter of two good friends going out for dinner.
Eventually, I had a conversation with each of them and asked the above question. Their responses and our ensuing conversations resulted in LadyTango and I becoming more involved and eventually getting married. As for the other woman: We're still very good friends, and she even stood in our wedding.