No, you aren't doing anything "wrong"; but as you imply the anus is designed as a one way street - out, not in. Therefore, the feelings your g/f gets are not abnormal.

It is generally recognized and accepted that anal sex is medically not a good idea - it causes damage to the area to one degree or another. There are quite a few topics in this forum and in the Pleasing Him/Her forums discussing the various pros and cons, as well as the precautions you should take if you and your partner decide to continue doing it.

A lot of people enjoy anal play of one type or another; just not full penetration. If this is the case with your g/f, why not try experimenting (if you aren't already) with some of those options. There are lots of tips on the Board and elsewhere on this site that can give you plenty of ideas.

Yes anal sex can be a little risky, but it can also be very fun and plesurable as well when done correctly. My wife was turned off completly when I first brought up the subject but has since then changed her mind. She had already told me she didn't want it time and time again so I wasn't going to push it like a good husband should. But one night after she got out of the shower she was lying on her stomach on the bed and I began kissing her back. As I kissed her back I worked my way down to her butt cheeks then to the legs and up again. Well, I ended up right between her cheeks licking her cut hole with no complaints from her. As a matter of fact she was enjoying it very much and started to please herself from the front with clitoral stimulation while I continued my thing. To make a long story short, after the licking and clitoral fingering began it was just a matter of time until there was one finger, two, then three fingers in her bum still with no complaints and alot of exitment. The rest goes as you would expect, and she loved every minute of it. Though she does not want it all the time, or as often as I would like, it still has become a common occurance during our love making. And even when we are not engaging in anal sex, she states that she has much more intense orgasms during anal fingering while having vaginal penatration. Maybe you should find a way to work your lady up to it slowly like that and you maybe surprised at what can happen.