Girls are more attracted towards men who are already in a relationship.It is women psychology ?
This is a widely researched topic in the overlap between social sciences and evolutionary biology. Evolution has become very influential in understanding human interaction and preferences.
This chapter from "The Adapted Mind : Evolutionary Psychology and the Generation of Culture" will give you an idea of how all this plays out in the big picture - its a fairly comprehensive review of many factors considered in human mate choice. The study may be psychological, but the logic is derived from biology these days. (stackexchange won't let me link to google books - you can search for the title and look at chapter 6).
Evolutionary tendencies will favor more successful offspring. But for people it includes not only the genetic qualities of the mate (appearance, height, disease resistance, health) but also social qualities (how reliable or willing a mate is to support offspring).
First off you can see that there are many many factors which women take into consideration in their preferences. Its commonly said they are more complex than men, but that's another question. You have to take a range of factors holistically including the social environment.
I can't find this particular issue addressed in the literature, but I think that it might be attractive to women in some social settings. If there is a lot competition for 'quality' mates or resources for instance - if you have very few secure males or pessimistic females might create pressure which would cause females to prefer males which were successful.
Its pretty easy to feel good about hypotheses like this. I couldn't find a specific study, but perhaps someone else will. There's a lot of such papers out there.
I should say that men are as easily led to do things by 'mate choice' psychology that aren't totally healthy or socially acceptable. That's biology.