Put it in or keep it out?

My boyfriend of over a year asked me if I wanted to try anal. I told him that I wasn't sure about it and that I'd have to think on it. Last week I gave in and tried. We had all the nessesary things for everything to go smoothly. When we did it, it hurt more than anything! I even had a little blood but only a few drops on a piece of toilet paper. I just wanna know if it will feel better if we keep doing it or should I tell him exit only.?