Anal for beginners

Anyone have tips for anal sex for a beginner? My boyfriend and I have been together for a little over 7 months and he's brought up the idea of trying anal. I'm all for it I'm just scared it's going to really hurt. We've tried a little but everytime we do I chicken out and say it's too much pressure. We go slow, and use lube. Could it just be in my mind? Help.