A numbing agent will ease initial discomfort, vagisil has the same active ingredient as anal-eze, so ought to work just as well - it numbs but not to the point that you can't feel anything, and it wears off aftera while - you do need to be aware of any great pain, but if you've taken it slowly, are well lubricated and relaxed, a mild discomfort or pressure is the most you should feel, which should subside after a while.
Not good if you do it before a bm I hear, can cause an impacted bm which is like being constipated I hear.
As for the anal orgasm, or "assgasm", some women report it, some can't even orgasm without anal stimulation - the primary locus of the female orgasm is the clitoral ganglia, but any peripheral ganglia drawn into the act will diffuse the orgasmic spasm, and lead to a perception of greater intensity - the sphincter and lower rectum is well supplied with ganglia, as is the perineum and these are in close proximity to the clitoral ganglia.