Definitely be kind to yourself, don't berate yourself for your feelings, or fight them, but rather recognise what you're feeling when you're feeling it, and realise that that feeling will pass (all of them do). Sure, you might feel it again another time, but you can employ the same process. It is just a feeling, it doesn't have the meaning you might be tempted to layer onto it. Recognise the physical sensation that comes with that feeling. Learn to dissipate that physical sensation (simple mental trick to this) and understand it doesn't rule you.
It may also help to modify your language and then thinking about him. "My man" is an indicator of possession, but he's not an object to be possessed. He's an autonomous person who is quite capable of maintaining your shared relationship as well as having the ability to be with friends, family and lovers without it actually affecting you beyond a little time management (and money, if you have co-mingled finances). If you let go the possessive language, start discussing the relationship and not the person, then it can help a lot.
I'm sure Kevin will be along with his list of jealousy links, too, and others will chime in with many more nuances (like, are you feeling jealousy or envy).
All the best. It's a rewarding love style of you can work through the difficult bits.