I have heard about other people who have this obsession, so you are not alone. I don't think there is anything wrong with it, as long as you are careful not to get infected, and you are both tested for hiv. This means of course, that you and your boyfriend only do it with each other.
It would be a good idea to do a search on the web and try to find other people who share your "obsession". I'm sure there are a number of forums where you can speak to people about this.
By the way, drinking blood is not abnormal or unhealthy. What do you think you are swallowing when you eat rare meat (if you eat rare meat)?
The masai are famous for eating a mixture of cow's milk and blood.