It's important to take things slowly, as it were. In fact, many folks need to practice self-stimulation before attempting partnered anal sex. There is no reason that anal sex should hurt the receptive partner. This is nonsense. Don't allow yourself to be penetrated longer or faster than feels comfortable.
Some people find it essential to take frequent breaks.
And, like the U2 song goes, some days are better than others. Try to bring a mental list of some alternative things you can do if the anal part of your sex just isn't working. Often, just knowing that you have options is enough to relax and allow pleasurable anal penetration. A good partner will be patient and allow you to adjust gradually to the fullness. Patience is important for both partners.