I'd suggest getting a bottle or some berrie baskets, the plastic kind.... put the new male in that and put it in the tank. Let the establish female get used to him. Furthermore, a hole in the container should be made so the male can leave the "safety-net" when its ready but the female cannot enter. It takes a while for them to get used to eachother. DO NOT UNDER ANY CIRCUMSTANCES JUST DROP THE FISH IN THE TANK.
DO NO FLOAT THE NEW FISH IN THE BAG DIRECTLY IN SIGHT OF THE FEMALE. SHE WILL RIP AT THE BAG AND MOST LIKELY TEAR A HOLE IN THE BAG.
THIS IS YOUR ONLY WARNING.