Anal sex-how do I stop it from hurting?

So my boyfriend and I love to have sex. I think we pretty much know our way around each other's bodies. One of the things I want to really enjoy is anal. We've only done anal like three times during our time together. I am currently on my period, and to be honest,I've  been feeling pretty horny lately and God knows he has too! He asked if we could give anal a try and I was very hesitant. It's not that I don't like it, it's that fact that it hurts like hell! How can I make it more enjoyable for me? (No fingers) I want he and I to BOTH enjoy it, but it seems to me like only he really enjoys it.