The best advise is how to tell your boyfriend NO. Your a person not a bit of meat, if you dont want to do it then dont.

If you can't you can't...that's the end of it. If he keeps pressuring you, bail.

Actually, anal sex isn't one of those if-it-doesn't-work-the-first-time-it-never-will things. You have to ease into anal sex, a lot of people who enjoy it right now didn't necessarily like it the first time they engaged in it. Anal sex has to be slow for a beginner and you need to invest in some good lube, I find that Astroglide works very well. If you and your boyfriend would like to give it another try what is a good start is to have him lube up his finger and gently (and slowly at first) insert his finger into you. Have him take it slow and let you get used to it. This will allow him to insert some lube inside of you before he inserts his penis, this will make things easier. Have him finger you so you can get used to the sensations, when you're ready then you can have him try to insert his penis. When you first start out have him lube himself up really well and put some more lube onto you (yes, you really do need this much!). He has to very slowly insert the head of his penis and then stop, doing this will let you relax. If you start to stress out and tense up there is no way he's going any further and it'll just cause pain for you. When you are ready, push yourself back onto him. As soon as you're comfortable have him stay still so you can work yourself on him, after a couple of minutes it actually starts to feel really good and he can start going in and out at his own pace instead of having you do all the work. Anal sex can be VERY pleasurable if you take it slow at first and have enough lube.

I had the same problem with my boyfriend and wanted to try it also just to see what the whole fuss was about. The key is to relax, seriously if your not then it hurts. Lay on your side, that is the easiest position to relax in, just breath deeply and make sure he just eases his way in. He cant just shove it in. Its a process.

Try Tristan Taormino's book, The Ultimate Guide to Anal Sex for Women a lot of information in there. But not every woman can do it.