My husband plays an online game with another woman and I'm jealous...help plz?

My husband regularly plays an online RPG (WoW, to be more specific). He plays frequently plays with a women who lives across the country from us…they’re “leveling buddies”. My husband is a great guy, and he’s very open with their relationship (for example, I can go to the computer any time and read what they are chatting about), but it still kind of bothers me. I just have this fear in the back of my head that they will develop a strong bond, and then feelings for each other may become more than platonic. I’m not sure if I am being overly controlling or paranoid, I wouldn’t put it past myself….I just have such mixed emotions because I always hear about online romances and stuff like that. Do you think that I have cause for concern, or should I just let him be? I’m jealous by nature, so I really make an effort to not over react to things, but my head is just so confused with this one. I just need an outside opinion. Help?