A better way is to start with one finger then two then three so you give your ass a shallow gradient it needs to get used to.
An almost fool proof way to get him in is to mount him, press his cock firmly on your hole and hold it there. Contract your hole as tight as you can for 5 seconds then completely relax. As you relax, you should feel your hole give way and allow you to slide his cock in about an inch before your hole clenches tight and stops him going further. He has to keep completely still at this point and not pull out and wait till you are ready to go deeper. Repeat the process until he's completely in.
Once he's in, start with short slow one inch thrusts and gradually build to longer faster strokes.
If you stick your thumb up your ass, you should feel this round half walnut shell lump through your rectal wall almost directly behind the base of your penis. If you press on this while you cum, it will feel amazing.
The feeling of needing to pee is just you pressing on your bladder through your rectal wall. You don't really need to pee, just ignore it.
As suggested by others, being on top to start is best. After a few minutes you can swap when you feel you can take more.