Anal sex - NO NO

Hi guys,
Me and my Husband made love today and we were vigorous. We went crazy on and on.. we were on a doggy position where my hubby was on my back.. All of a sudden he slipped into my A**hole. I freaked out!!! It hurt me so badly. And hurts me even now!!  But I find people doing Anal sex very comfortably. What's the reason that it hurts me.??? Pls let me know.. my husband claims that he couldn't differentiate between both..