Depending on the position, and force, it varies.
As sick as it may sounds, I prefer the whole "doggy style" position, because it makes it less awkward for me.
Make sure he goes very slow at first, so you can decide whether or not it's going to hurt you. Sometimes i'm fine with it, and other times it'll really hurt me, but thats usually because he's being retarded and "jumping right in".
Anyway, i've heard a lot of women say they have their best orgasms durign anal sex.
I, for one, haven't had an orgasm during it, but I do enjoy it. It feels so different (when it's not painfully uncomfortable) and if your man is giving, theres tons of opportunity to get some wicked clit stimulation.
Just make sure you go slow, change condoms if you're going to go back and forth from vaginal to anal, or stop and wash up if you're not using a condom (you can spread bacteria and get an infection I hear), and use lots of lube.
Remember, this place was originally an exit, not an entrance, you gotta' be careful