On nights when my girlfriend and I want to explore alternative methods of intercourse, I make sure to keep her as pleased and loosened up as possible. I perform oral on her and masturbate her while she lies in my arms, and since she's into BDSM I whisper into her ear all of the filthy things I would do the next time I tie her up. It doesn't take long for her to cum once or twice if my promises are explicit enough.
From there we usually are able to proceed to vaginal sex, and since she likes it from behind, I take the opportunity to begin prepping her ass for invasion by licking my thumb and slowly massaging the area around the hole, and occasionally the hole itself. This helps her relax a bit, knowing that I'm back there and not just dive-bombing into her butt.
We use Astroglide for lube, and it's while I'm railing her puss from behind that I take a little dollop of lube and begin to penetrate her backdoor with my fingers slooooooowly. The anal experience is all about making the receiving partner as comfortable with it as possible. I'm usually able to go up to three lubed fingers until she considers herself "ready, baby."
She prefers anal via missionary because she only has to concentrate on my wang slipping up her butt instead of that AND riding me/balancing on her knees and hands/piledriver. I drop another dollop of lube onto my pee-pee and work it over until it has a nice shine to it, like a high schooler buffing out a finished piece in jewelry class. I then rub the head of my wiener against her brown-eye, gradually applying more and more pressure--with her consent, of course--until I'm pretty much balls-deep.
This is when I tend to stop for a while, let her muscles acclimate to my girth, and tend to her needs, kissing her breasts or masturbating her once more, whatever she needs to let herself accept my johnson in her bum. In our experience, it takes a few minutes of this until she's ready for me to take her to pound-town, but she's become pretty damn good at it. I've been able to hit it as hard as I hit her pussy, which says a lot about her resilience.
Well, that's my advice. Mileage may vary, but the basics should remain the same. Take it slow, make it about the receiver and not your own need to drop a load in that tight ass, and if he/she looks like they just stubbed all their toes and got their genitals waxed simultaneously, then slow the fuck down. Good luck, and god speed.