NYGal...what I worry about with your situation is by focusing so much on OW, the actual problems here might get swept under the rug. This woman is nobody special. She's just a symptom, and if it weren't her, it would be somebody else. There is a reason the A happened. Maybe it was the state of your relationship, or maybe W has glaring character flaws. Either way, if those things aren't dealt with and you just focus on running OW off, she could very easily reappear down the line wearing another face. It's easy to think all your problems would go away and you'd be happy again if OW were only out of the picture (and maybe you would for a little while), but it's a bandaid on a bullet hole if you don't deal with the underlying issues causing W to act out in the first place.
And darkness is right...OW is more likely to laugh at anything you say than be threatened or "warned off" because of it. The person those words should be coming from is your W. Confronting OW doesn't make you look strong. It makes you look scared because if you were confident in your W's commitment to you, you wouldn't feel threatened by her. You need to be confident that you're the better choice and let your actions reflect that. Don't dignify OW by wasting your time and energy on her. She can only be a threat to your relationship if W allows her to be.