There is nothing wrong with dating someone from another country, even if it's halfway around the world. But be very cautious about how that person appears to carry themselves... you don't want to invest all your time and money in a relationship like that only to go to waste after a few years.
In my opinion, the jealousy and the demanding your passwords are indications that this relationship won't do very well. I think you should listen to your friends, Olga.