I do not think there is a "correct" way to approach it. Mine was totally wrong (just blurted it out after 7 years of marriage)(she damn near divorced me) so I have spent a lot of time thinking about it since then and talked to a lot of people about it. First you have to know the woman. If she is a super prude chances are there is nothing you can ever do. At the same time, If this is a big part of you, I don't think you can or should keep it secret forever. There seems to be a few good approaches:
1) Be honest right from the start. This is your thing. You can't change it. If she can't handle it, she dumps you and you move on to the next woman. Some guys do this and eventually find one willing to do it. I think this works only if you have a 1 dimensional relationship based largely on fighting. There are some guys too that just demand their woman fight for them. It might work for them but I KNOW it would never work for me.
2) Find some sly way to introduce the topic and gauge her reaction. Usually this is some related topic. I knew one guy that would talk about catfights on the TV show cops to get their reaction. Many others have a favorite movie. For me I'd say "From Russia with Love" and "True Lies" work best as they are the type of movie I would watch anyway. If she is engaged or excited by it or doesn't mind that you are excited by it, you can talk about it more.
3) Introduce it as your deep dark secret. I think this works the best if you are a little ashamed of this. But it takes patience and will probably be a couple days of hell. You begin by telling her you have a secret that you need to share, but you worry it will destroy your relationship. You then let her mind run wild for a bit on it as you pull it back. The longer you can resist telling her the better it is. She is thinking you were married before, you are married now, you have broken the law, you are gay, etc. The worst things she can think of are coming to mind. Eventually you relent and tell her your deep dark secret. But by then it is so much better than the things she was thinking she may be OK with it. Maybe even relieved. That doesn't mean she will fight, but at least you can have the conversation.
Just my thoughts, but remember... it can go HORRIBLY wrong too. Be prepared for the worst.