Anal advice needed!!!!

So, my fiance really wants to try anal when he gets back from military. I had promised that we would before he left. Problem is that last time we tried it hurt so bad that I ended up crying (We used lots of lubricant, went slow, played a bit, and it was relaxed.) I hated the feeling of plugs back then as well, but have been getting use to the feel of a small one and actually like it. Is there any tips or advice that you can give so that I can make sure I'm ready.....?