It's very normal (ie done by lots of people) to fantasize about others when you are in a monogamous relationship. WHat goes on in your own head is your own business. The boundaries of what is and is not acceptable vary from couple to couple but it's important to discuss them with a monogamous partner before doing anything radical.
When fantasies of any kind (such as daydreams of a new job or of being an alien or planning the perfect bank robbery as well as fantasies about sex) become so consuming that you start to neglect everyday life then there may be a problem, otherwise, just relax and enjoy.