Its a few days old question, you might have got the reply by now. Some of the information are not accurate, what Salma wrote is the one you should follow.
First thing is, taking to anus for the first time is a bit tough as anus doesnot have any natural lubrication. Anus is one of the sphincter muscles in our body which tends to remain closed but can be exanded. Each time you go for, the anal entry will remain close, what your man is doing is right to loosen up.
The ain part is usually when he makes a hurry to enter, he will feel pain. For that when you are completely relaxed, get lubed and he plays to loosen more, he wont feel the pain. Ask him to take time on loosening and use water based lube. Condom is not a must if you are clean and he doesnot enter more than the inside ring, which is about 4-5 inch depth. Beyond that its going to be messy.
I am an anal lover, I dont use condom, but I use lube and spit. I dont enter the whole shaft, because the real sensation it gives is at the beginging of the hole. I make it loosen with tongue and fingers.
Ask your man to give a rimming job after vaginal sex with orgasm. Then add lube on the hole and finger. On next step insert one finger, after sometime add the second. When two fingers are in, ask him to rotate that will loosen u more. Then add lube again on the hole and his dick and penetrate slowly. The trick is on the patience and move, not doing in hurry.
His cum in asshole is not an issue, that will soon enough go out. Ejaculation doesnot have any reaction on hole. Dont worry on that. As suggested by others, if your man inserts on the ass, shouldnot reenter on your mouth or vagina. Has to clean that up. I dont use condom doesnot mean people should not, its a matter of health, better to use condom unless you are sure the hole was made well clean before.
Final thing to say, anal sex is oular due to porno movies. By you can get similar leasure without analsex if your man knows how to stimulate you with fingers. In all cases, use lube as a must. Dont use regular cooking oils, a baby oil is a good sustitute or even an antiseptic cream.