Key to the back door

Alright, so my boyfriend has told me that he likes anal sex. I have only ever let a partner stick their fingers in my bum while he was going down on me so the mere thought of a penis entering that tight orifice made me nauseous. My boyfriend has done anal sex before so he assures me he'll be gentle.

What do you think? Should I do it? What's the process to prepare? And does it hurt every time?