Three Some

Help! For the last few months my SO has been bringing up the idea of a three some. I am not all that interested, but it's beginning to be a strain on our relationship. I want to please him, but this is stretching me a bit. His idea of a "three some" is basically me enjoying another woman...he's explained that he has no interest in being with the other woman, but just wants to watch me enjoy myself with another woman. 
​Has anyone been in this situation before? What did you do? What did you say? Has anyone been a part of a three some like this? 
​Thanks for the help ladies!