I'm not sure why none of the regulars are responding, so I'll offer what I've found. I've been doing a lot of research on this subject lately.
Anal sex can be very destructive, even rupturing the rectum[1]. As well, tissue can be torn inside and visible skin tearing or abrasions may occur on the outside[2]. Interior tears, or fissures can be difficult to heal[3] and may even become infected[4].
There are more concerns[5] that you may also want to think about, but tears are probably the most relevant in this context. My own advice would be to forego anal sex in favor of something else. Perhaps you could suggest other activities in exchange for your husband calling your bluff.
References:
[1]
http://health.ivillage.com/sexualhea...,,6d85,00.html
[2]
http://www.soc.ucsb.edu/sexinfo/?article=faq&refid=286
[3]
http://ibdcrohns.about.com/cs/relate...fissurefaq.htm
[4]
http://www.talksexwithsue.com/analsex.html
[5]
http://en.wikipedia.org/wiki/Anal_sex#Risks