Kendra, You can only get pregnant from sperm entering your cervix. Your cervix is at the top end of your vagina. So the answer is NO, you can definitely NOT get pregnant from anal sex. Just like you cannot get pregnant from oral sex and swallowing.
Although there is absolutely nothing wrong with anal sex as long as it is conceptual and safe, your anus does have some nasty bacteria living in it so please be very very careful. Nothing that touched your anus or were inside it should touch your vulva or vagina if it was not first washed well. If you do not take this precaution, you can get any number of infections.
Also remember that you can get an STD from anal sex if he does not wear a condom. You also have to take anal sex very slowly and carefully, be super aroused and use plenty of lube. Do not let the lube or semen from your anus get into your vulva to prevent an infection.