The best way to have painless anal sex is to work up to it. It will take a few nights, instead of one night.
First, you need to realize, there are two muscles that close the anus. The first one you encounter can be voluntarily controlled by your woman... but the second one cannot. It has it's own mind, and will tighten up or try to close up if she is not relaxed. This is where the most pain occurs.
SO... it's essential that your woman (or man) learn to relax. It's best to go slow, use lots of lube, and make sure you listen to her if she wants you to stop. If she knows she can trust you to stop or pull out if needed, she's more likely to relax.
Next, start with something really small, like your pinky finger. When she gets used to that, try a larger finger, or a very small toy.
This is where more than one night comes in... you can slowly work your way up to larger objects, until she feels comfortable accepting your penis.
When you get to the point where you're actually going to have anal sex, remember lots and lots of lube. You will probably have to keep adding lube as you go along. Be very very careful, and listen to your woman if she needs you to slow down or stop. Make sure everyone is feeling relaxed and comfortable and give it a try.
ta-dah!
