Ouch my bottom

Tried anal for the first time. He got it like half way in for like ten seconds and then I had to tell him to get it out of me. I was in pain for like thirty seconds after. I feel bad because it's one of his fantasies and I want to do it but it hurt so bad. He felt really bad too. Any tips to make it hurt less or how to get used to it with out making him feel like crap for hurting me?