My understanding of the difference between the first and second commandments: The first concerns God's status as the one true deity (with other gods being essentially fallen angels stirring up trouble elsewhere creating pagan religions, eg Zeus and his ilk). The second commandment concerns anything else that takes the place of God as an idol (eg, materialism, wealth, or anything else that ousts God from the top spot for that matter - the Bible itself can be an idol).

As for the comment about God being jealous, he is, because the Bible says he is, but the faith aspect comes in as God's statement of this being for our own good rather than his. God isn't insecure (if that makes sense).