I'll chime in on the subject here with a little anecdote, because it's fairly relevant...
My girlfriend has always had a severe anxiety of anything regarding anal sex or penetration of any kind due to a traumatic sexual assault experience in her early teen years. Quite frankly, I can't blame her. She's only had anal sex with one of her past boyfriends one time and said it was horribly painful and brought about that same feeling of panic and anxiety. We'd talked about this before, and I confessed to her that she was the only girl I've been with thus far that I actually had a desire to have anal sex with (i vastly prefer vaginal sex, but my gf's ass is super cute) but I assured her I'd never ever push this issue on her and that i generally preferred vaginal sex anyway... pretty much leaving the ball in her court entirely. She said she'd be willing to give it another shot one day, but I just kind of figured it was one of those things we were never going to do, so I just kind of wrote it off. Anyway, about two weeks ago, she was on her period and we were both naked in bed. She was laying on her side, and I was seducing her for some foreplay. I was taking my dick and running the head of it from her clit all the way to her asshole over and over, while leaning forward and and biting/kissing her neck periodically. After doing this for about 15 minutes, she reaches back and grabs my dick by the shaft and points it directly into her ass and says, "Let's do this... but you have to let me control it." I'm pretty much ecstatic, and reaching over looking for the lube. So she works it in VERY slowly, and I'm listening to her every verbal queue to make sure she's not uncomfortable or in pain. So she starts asking for it harder until it's about the pace of slow, deep vaginal sex. She's using a vibrator on her clit the entire time too, and I'm working on her a-spot (i've done anal with girls before, upon request, and through trial and error found out exactly where the a-spot is). I can tell she's really, really getting into it and after about 10 minutes, she gets this startled look on her face and her legs start shaking so hard shes actually making the bed shake too and she ends up cumming REALLY, REALLY hard. Afterward, she actually cried tears of joy because she orgasmed with anal! I was astounded and so was she! In the course of about 30 minutes I was able to do a total 180 with her fear of anal into what I can now only describe as an addiction... we've done it 3 or 4 more times after that and she's enjoyed it and got off every time. I feel like I've created a monster! lol
The moral of this story is that it really doesn't matter how big you are (i'm certainly not small) or how fearful she is of trying anal, if she trusts you enough and feels comfortable around you, and if she's ready for it and she feels like she has control over the situation, it CAN be enjoyable. just take it really reeeeeeeeeeeally slow in the beginning and let her control things. don't get all carried away and start hammering right off the bat. oh yea, plenty of lube helps too.
