Did you use the method outlined in the Sticky post on the subject?

Anal sex is great! Always use lubricant and use something small first to loosen up the sphincter muscles. Then it will hurt less.

Yup.

This an more are explained in the Sticky article.

My gf wants to do this!! But me being straight & her bi, Im a little shy of the pain & dominance!!! like the idea of hearing others enjoying it, just unsure of what it'll do 4 us in the bdrm!!!

I guess you have not read this article listed in the Index found at the top of the main screen:

Male / Female Sexual Behavior--If I like certain things does this mean I'm Gay?

Oh! and then there is this helpful informative article:

"Playing Ball" and How To Tips for Prostate Massage
This is also an excellent tutorial for people interested in and concerned about the how-to of Anal stimulation as well as play.

[QUOTE=Yariome;229516]Tonight, was the first night my girlfriend and I experimented it, without a small dildo. As all the dildo was for was for a small prostate massage, tonight she got it in her head that it would be very exciting for her to buy a strap on, and use it on me! This was a "normal" size penis, and it hurt at first really bad. Although as soon as I started stroking myself while she went slow in and out, the pain went away really quick! I think every guy that is interested in this should try it! It was a great time for me, and I hope for her too.[/QUOTE]

Here is a short tutorial I typed up a while back. It's how *I* learned..

The key to this is to take your time and go slow. You learn how to control your butt and schincter muscles. You learn how to RELAX THEM and you get used to the feeling of it all.
Anal play for beginners

Disclaimer: I am NOT a doctor and I do NOT play one on TV. This is the way *I* learned how to discover anal play. As usual care needs to be practiced. GO VERY SLOWLY.

First start off with a TRIMMED index finger. You may even want to put on a latex glove first to help make it even smoother. Use KY or the drug store brand of KY and lube the finger well. Place it VERY GENTLY near the anus and lightly circle the hole with the finger. DON'T INSERT YET. Just circle it for a few minutes. After a few minutes without insert, just put the finger over the anus and gently press a bit without entering. Just apply a bit of pressure.
Do this over and over a few times and after a few minutes SLOWLY begin to insert JUST THE FINGER *TIP* in about a quarter of an inch then take it out. Do this a few times then go a LITTLE further in. Repeat this until you have you whole finger in. DO NOT FORCE IT, IF HE OR SHE OR YOU SAYS STOP, STOP!

Within a week or so of trying this the person should be fairly used to the finger and inserting and pumping it in and out should become easy. Also try moving the finger around while inserted, back & forth,etc. Orgasms ARE VERY VERY INTENSE when you leave your finger or butt plug or dildo in.

Soon you will want to try something slightly bigger than your finger. Try your middle finger or graduate to a SMALL butt plug. Same rules apply to the new toy as did with the finger. Start off using the finger as usual then after getting loose begin with the plug.
Plugs have flared bottoms to prevent them from going all the way in. If you graduate to dildos later get ones with a flared base or ones that have the balls at the bottom. This prevents them from slipping all the way in. You don't need a trip to the ER to retrieve it, that would SUCK!
After a while you will become very used to anal play and you won't need much time to prep for your session. You'll loosen up very quickly after you learn how to relax your anal muscles. It takes me less than 5 minutes to go from start to riding a 8 inch silicon dildo like a bucking bronco!
GITTYUP LITTLE DOGGIE!

The key to learning anal play/sex is to TAKE YOUR TIME.