OK, let's go over a few basics here. Most women who are having sex in porn are in severe pain, not pleasure. Most women don't really enjoy ****ing a sneaker, and from what I've been told, that's what ****ing a very large cock feels like. Now imagine having that sneaker in your ass instead.
Now, some women enjoy anal. Some women REALLY enjoy it. Many don't, some will do it to make their partner happy.
As for how to do it and not have it hurt, lots of lube, patience, fingers, and (if you're of legal age) alcohol helps. You're going to have to use your fingers to get her relaxed unless she's already used to such things ahead of time.
And it will probably go so painfully slow (unless she's a natural at it or a pain slut) that you'll lose your erection in the middle of attempting to not hurt her.
If it works out it can be rather fun in a novel way, but really it's no better (other than tighter) than vaginal sex. And w/ standard vaginal sex the cleanup is a bit easier than anal. However, she probably won't get pregnant from anal.
"Well, then," the Cat went on, "you see a dog growls when it's angry, and wags its tail when it's pleased. Now I growl when I'm pleased, and wag my tail when I'm angry. Therefore I'm mad."