I'm glad you enjoyed it, but you really should stop immediately if there is
any pain whatsoever. You can do serious damage back there if you aren't careful, and pain is the body's way of saying, "Stop, this thing you're trying to shove inside of me is too big!" A lot of people need to start anal play with small toys, then work their way up to penis-sized objects as the anus gradually adapts. Here's an informative article about approaching anal the proper way:
http://www.talksexwithsue.com/analsex.html
Unfortunately, there's nothing that can minimize discomfort. Whether or not to have anal sex is a highly personal decision, and it isn't for everyone. If your bf cares about you, he'll respect whatever decision you make regarding anal sex.
Good luck!