The anus is just another one of the errogenous zones (for both men and women). Enjoying anal stimulation does not make one gay!
I don't know if you've heard of this video, Bend Over Boyfriend, but I hear it's a good instructional video if you're both interested in trying it for the first time.
You can find it from this website, doing a search on Bend Over Boyfriend:
http://www.goodvibes.com/
I wish my boyfriend would be willing to try this. You're a lucky lady!