Um, the first thing you might wanna do is get mad at your boyfriend. Sex is sex either way, and in my opinion, it's worse in the butt. Anal sex isn't even a nice thing to do, it's not like making ass love or anything...He's just getting off using your body. You should have asked him if he didn't mind you sticking a cucumber up his ass, then having him lick it, assuming you'll evenually give him oral sex.
I assume you guys weren't using a condom so uhh, you need to ask him where he ejaculated... If it was in you, then you definately can't get pregnant if none came out, because there's nothing leading to the egg. That's a one way road out. If some came out and seeped into your vagina, then you *might* have a problem. But you see, hypothetically, if he ejaculated 100% into your vagina, you'd have an 8% chance of getting pregnant. Since you're not even sure, and this is assuming he didn't ejaculate on your vagina at all, you're looking at a very small chance.
Ask him where he ejaculated. It's too late for you to take an emergency contraceptive, so whatever you find out, stay calm and know your chances are very slim, and wait for your period.