I don't know whether rich women have more affairs than economically challenged women, but I liked LizardBreath's (nom de plume for an anonymous New York Lawyer) comments in a post at UnFogged to a survey suggesting they stray more often.
Something that casual discussions of the innate differences between men's and women's sexual appetites often skip over is the degree to which women's sexual continence has historically been economically enforced. Half the novels written before WW I have at least one sub-plot involving the fact that a woman who fairly or unfairly loses her reputation for chastity is at great risk of being expelled from her home and left with no means of supporting herself. Upper and middle class Victorian women didn't present themselves as sexless simply because it was culturally valued -- being unchaste could leave you literally on the streets to starve.
Even now, married women are significantly more likely than not to earn less than their husbands, and are more likely than not to, within the marriage and after the end of a marriage, have primary responsibility for taking care of children. The economic support in an intact marriage is more significant for most women than most men -- it's hardly surprising that women are generally less likely than men to risk those marriages by having affairs, or that women for whom the economic issues around marriage are insignificant are much more likely to have affairs.
It's funny -- conversations about the 'innate' differences between men's and women's sexuality rarely seem to address the strength of the different incentives men and women face now, and have historically faced, with respect to their sexual behavior. (Also, check out Cowen's comments -- there are some real winners in there.)