Hell, next time invite 'em both home for a 3-way.
It sounds as if you let the first guy's problem become yours. He met you there at the bar. He left, not you. You didn't actively seek the second guy out. He sought you out. And unless the bar has "one convesation to a customer" limit, you were in no way out of bounds to be friendly to anyone who might want to talk to you.
Now, if the first guy came back and found the two of you lip-locked, or even half-naked and putting on a show, he would only have himself to blame for not having taken the initiative with you in the first place. Still his problem, not yours.
If anyone committed a blunder here, it was the first guy. He did not act well toward you upon finding you actively engaged in (gasp) talking to another patron of the establishment. He probably thought you had been a "sure thing" and then found he had been mistaken when he saw how you were interacting with the second guy. Then he compounded the issue by making you feel uncomfortable about it all.
Next time, just be your usual friendly self. If someone doesn't like it, too bad. You don't want to hook up with someone who would act like that anyway.