A good resource for information on anal sex is, www.puckerup.com which Tistristan Taormino’s site, author of the book The Ultimate Guide to Anal Sex for Women, which you may want to purchase too.
On the site click on “anal advisor” at the top of the page, you will find loads of advice there.

Essential is that you use a good lube, and that she dictates the pace. A huge bonus is a big pack of baby wipes by the bed (I am never without them)!
In terms of coming inside her, as long as you are both STD free then that should be her decision, some women don’t like it.

Also have a shower afterwards (and preferably before too), bacteria can get into all kinds of places and if you put your penis in an anus without a condom and than fall asleep for the night without washing, you could wake up in the morning with a rash all over your penis.

Hope this helps
You can PM me on this subject if you like too

shouldn't you have asked before you did it?
[QUOTE=Quote ]Health risks
Unprotected anal sex is an effective means of transmitting most sexually transmitted diseases. In particular, it is the sexual activity which most effectively transmits HIV, which can later cause AIDS. According to health care professionals, condoms should always be used for anal intercourse, but they should by no means be considered an absolute safeguard. The best safeguard is to avoid anal sex with anyone known to have a sexually transmissible disease, and indeed with anyone whose disease-negative status has not been determined (though this advice applies to all sexual activity).

Anal sex does carry some risks to health and comfort even in the absence of a risk of sexually transmitted disease. The vagina secretes its own lubrication, whereas the anus and rectum do not. The tissues in this area are particularly delicate and susceptible to tearing, thus, artificial lubrication is highly recommended for anal sex (oil-based lubricants like Vaseline destroy latex condoms, and the two should not be used together). Complications or infections from this is unlikely, however, as the normal person sometimes passes a particularly hard and dry stool with no harm. The anorectal muscles are largely under involuntary control, making slow, gentle, and responsive insertion necessary to avoid pain. Additionally, nothing which has been placed in or at the anus, including fingers, should ever contact the vulva, vagina, or mouth without being thoroughly washed with soap or a similar disinfectant, to avoid infection caused by the transmission of inappropriate bacteria to this area. Condoms can be placed over sex toys (they should be used once and discarded) and latex gloves can be worn to protect the hands and fingers.

It is also very important to be careful when inserting objects into the anus. Objects with edges or points can cause severe injury. Moreover, objects could get lodged in the rectum, resulting in a trip to the emergency room (for this reason, most dildos nowadays are made with flared bases.) Additionally, nothing longer than eight inches (20 cm) -- be it a penis, a vibrator, or anything else -- should be inserted into the rectum. Objects exceeding eight inches risk colliding with the sigmoid colon, the lining of which is probably not much stronger than a wet paper towel, and trauma can result in internal bleeding with potentially fatal results. Objects inserted in the anus should be washed carefully after every use. It is dangerous to share sex toys; if a dildo is used on more than one person, it should be covered with a condom which is changed after each use. Silicone and glass dildo may be sterilized via boiling instead. (See masturbation for more information on the use of sex toys.)

In all forms of anal sex, it is very important that the person being penetrated know their limits and insist that the penetrator slow down, stop, and/or withdraw if they are in pain. Like any form of sex, anal sex is rendered much more dangerous under the influence of alcohol or drugs, which reduce responses, judgment, and ability to pay attention to one's own needs.

[/QUOTE]

Others things are that some say you should wear a condom so bacteria doesn't go in your urethra. Also, you can't get pregnant from actual anal sex, but if you cum inside her, and pull out, the semen usually comes out as well. It can drip down towards her vagina. And anytime there is sperm on a vagina, there is potential for pregnancy.