Opinions on anal sex..

Me
So my fiancé and I have done anal a few times, Personally I don't mind it but I'd prefer not to, 
He asked me the other day, 'when are we going to have that •other• fun' meaning anal 
Basically, I only really do to please him as he would do the same for me, 
I feel bad, do you think I should just "get on with it" or no?
What are your opinions