Let him direct your actions as much as possible. If you two decide to share your toys, please remember never to put anything into your vagina that has been in the anus, without covering it with a condom, or washing it thoroughly with soap and water. It's probably easiest to use condoms on your toys, and change them when switching them from one to another person. We also recommend that you keep your toys segregated, so that each of you has your own toys, as the bacteria in your rectum could be different from that in his, and it's best to avoid exchanging them. So the main points are to communicate through the whole experience, use lots of lubricant, and take it slowly and gently.
Anal sex can be very pleasurable for lots of people, men and women.
See also this , and that about anal play.