Well you may have been going too fast, and not stretched yourself open enough. That's probably what was wrong in your case, since a shower certainly supplies enough lubrication!
If you feel like trying again, have yout bf stretch you more slowly, starting with a finger or two and working up to three, which is usually the width of an average penis.
The first time I had anal, it hurt very badly the first time he got inside of me. I pushed him away, and he let me lay there for a few moments until the pain subsided. We tried again, and this time it didn't hurt half as much, and felt very good.
Good luck! Doen right, anal sex is very enjoyable!