I think the pain just goes along with the whole experience. However lubrication is crucial when doing this, or it could hurt a whole lot more! It also matters on the position you do it in that could effect how much more pain she feels. I searched and found this:
positions
for most anal sex, there are a few positions which make it easier to access the butt. These generally apply to analingus, actual anal sex, or even using fingers...Though with fingers almost any sexual position might work, if both parties enjoy it.
The most basic is for your lover to be on their back, legs spread and/or knees pulled up. Put a pillow or two under their butt...This is a big help that's easily overlooked. In one way this is the most awkward of the positions, but it can be the easiest for your lover.
Another is for your lover to be on elbows and knees, as for doggie style sex. This is easier for access, but it also tends to require your lover to tighten their butt muscles a bit. This may work better if your lover has some support under their chest/belly to lean on, so they can relax more, and possibly even so they can lean forward a little, extending their legs out and to the side behind them, which might put things at an easier angle for access.
A third position is for them to be on their side. Their legs need to be in a scissors position, perhaps the upper one extended in front of them and the other straight "down" (as if they were standing), else the upper leg drawn up toward the chest or straight upward (bent, either way), and the lower leg in whatever position is comfortable.
Cleanliness
as always, this matters more to some people than others, but in this case it's a more popular issue than with just about any other kind of sex, for obvious reasons. First, having bathed more recently than the last bm is a good idea.
It's a good idea to have a bowel movement an hour or so before, to ensure that nothing is encountered during any penetration (unless you're into that, I suppose), and then bathe the area.
Other than basic cleaning like that, oil-based lubricants are a great insulator for anal contact. They tend to cover up any potential (or simply feared) smell and transfer of icky stuff. If you use vaseline/petrolatum, for example, the odds are that a simple wiping off with a dry cloth will result in finger/penis/whatever seeming to be just about perfectly clean. Again, this may not matter to some people, but it's worth mention because it is crucial to others.
To some people, enemas may seem like overkill, or even to be grosser than not having one before anal sex anyway. But they certainly do bear mention, in case this sounds like a good idea to you (feeling comfortable with things like cleanliness are potentially very important). This is especially worth considering in actual penis penetration, since one gets a lot deeper than even the most dilligent bathing process is going to be able to clean. But it is still not a really common practice, even for actual penetration. Of course a few people even find enemas to be sexually exciting themselves.
Lubrication
with anal sex of any kind, lubrication is worth seriously considering. And oil-based lubricants tend to work better, because of the treater pressure/texture involved. Drying out like water-based lubricants do is a more serious problem than with other kinds of sex. Bear in mind, of course, that oil-based lubricants are a threat to a latex condom, which will be damaged by it. That aside, vaseline is the best, in the case of anal sex, because it will stay in place and lubricate much more determinedly than thinner lubricants, and yet not provide its own resistence like thicker ones will. Cocoa butter would be my #2 suggestion. Some kinds of massage oil can work well. Baby oil and other similarly thin substances are way down on the list, as the lubrication they provide is rather weak/watery, for oils.
That's all for the basics...Except that I will address the whole thing from the ground up, dedicating much more time to "how to get started" in this article than in the cunnilingus and fellatio articles. The reasons for this include the fact that this can be far more painful if done wrong, the fact that it's more taboo and thus worrisome to some people, and the fact that it's rarer...Even thinking in detail about it is rarer...And thus more people are more likely to need to go over the basics. Oh, and the basics can be much more complicated, too. A penis in a mouth or a licking of a clitoris is a lot easier to get started in an "acceptable" way than a painless penetration of an anus.
I hope this helped some!