Your girlfriend needs to make sure that she is relaxed and comfortable. You may try taking a warm bath before trying anal, or give her a massage. Before you just try to shove it in ... Try experimenting a little bit with your finger. Start off small and make sure you use lots of lube, like rob_uk said. You also need to figure out the best position that would make it more comfortable for her. In the beginning, I find that the "spooning" position works best (which is where you guys are laying side by side in the same direction, you behind her). But, i've read that the best beginning position is with the woman on top because she'll have more control over how much is going in ... So it's just basically up to ya'll. Again ... Use lots of lubrication (ky, astroglide, wet) and pay attention to her body, how she moves or what she says. If she doesn't relax her muscles back there, then it's going to probably cause some pain. Just experiment a little bit ... It can be a really pleasurable experience once you get the hang of it and can become a great part of your intimate times together. Good luck!