It was at our house.
We met the couple on-line - went on a "date" to make sure we were all on the same page. The next "date" we invited them to our house. It was the first time for both couples - we weren't sure how to get things started. We had a few drinks and ended up playing the computer game "Fourplay". It turned into a very exciting night! Some of the activities were girl with girl, some were two women with one guy, two guys with one woman or three of us with one woman. It moved slowly at first, but once it picked up - it got pretty wild. The other woman was a squirter - the first time I had experienced it - luckily I knew about it or I might have freaked out.
Our kids were very young (1 and 3). We put bells on their bedroom doors just in case they happened to get up and come looking for us (rare, but you never know).
Nowadays we just go to the swing club - life is so much easier!