"Explosive" pooping is one of the side effects. I read that somewhere, can't remember how or why that happens. Also, there's quite a few bacteria that resides in human being's anus. It can lead to STD.
If you and your lover really wants to do it, I strongly suggest condom, sure doing it bare might make it feel better but better safe than sorry
Here's some links
http://www.minou.com/aboutsex/analsex.htm
http://www.sexhealth.org/bettersex/anal.shtml
http://www.askmen.com/love/vanessa/28_love_secrets.html
Google for information on anal sex. Alot of them are bias, you were right to ask about them on TFP. Sorry if I can't provide any more information.