Here's the milestone.... when you have to lie. If you can't simply tell the girl "i have other plans that night" and that be the end of it, then you've acknowledged that she has some claim on your time and knowledge of your activities.
At that point you should be honest with yourself that you're already in a relationship whether its spoken or unspoken. You then need to make a decision whether you want to keep the girl as your girlfriend or if you want to be truly single.
I find nothing morally wrong about dating multiple people. However I think you have to do it in an ethical way and not just be a "player". That means that if you are not in a committed relationship with her you should not be giving her the impression that you are. That means that from the beginning you should make it clear that your time is your own, and that there is no commitment. You can make this clear through your actions or through your words. I personally think the smart thing would be to discuss what you think a relationship is very early in the dating process. I usually say something during the first few dates like, "I would never be with a girl just because i'm lonely. I think it's very important that I get to know someone completely, before I commit myself to them." Then, until we've had an exclusivity chat, I never let her take it for granted that i'll be available to her.
If you never tell her your philosopy, and you never act as if you're dating another girl, and you lie as to your whereabouts when you're seeing another girl, how can you blame the girl for not thinking it's important to ask if you're exclusive or not. Saying she never asked for exclusivity is just a loophole to make yourself feel alright about being dishonest.