I love performing anal, my last lover had a bad experince so she didn't try for a long time but she trusted me and took me by suprise one day by placing me in that sacred place. Since that one time she loved it and she actually squirted once it felt so good for her.
As for it hurting, it should never hurt if done correctly. You just need to warm up to it and start slow. First rule: use lots of lubricant and make sure it will not irritate her skin. Start by massaging her anus in slow circlers and make sure to use a generous dollop of lube. Play with her clit to help her relax, then when she is ready, slowly insert a digit of your finger inside of her. Let her set the pace if you can, do not push, let her suck up your finger and accept it.
Once she gets used to one digit, slowly press some more and let her suck up your second digit...repeat until your finger is inside of her. Let her get used to the feeling, don't move yet. After she is comfortable, move your finger a little bit forward and then back, this will stretch out her anal passage a little, and can feel very pleasurable. Now slide your finger in and out slowly, apply more lube if need be, there is never too much.
She will eventually get used to this, now repeat but use two finger, this will help stretch her out to accept something bigger. Another alternative is to get a varied set of butt plugs with different sizes, I personally like the fingers because I like to feel what I am doing
Once she can take two fingers, go for broke, again, make sure you are properlly lubed up, and gently push into her anus with the head of your penis.
Now to help in this effort, your lover should relax, and push outward with her anal muscles as if (this is going to sound a little gross but you will get the idea) she were farting or taking a bowel movement. The rectum works differently from the vagina as things are meant to come out, not into the anal passage. Move in slowly, again, let her set the pace, once she gets used to the feeling, move in another inch, ect until you are completely inside of her.
Wait a few minutes, caress her back, her shouldrs, her breasts, reach around and stroke her clit, make her feel good and relaxed. Then slowly move in and out of her, short strokes at first then move to longer ones as the pleasure mounts and she is able to take you completely. Now just enjoy the feelings and the inevitable journey to bliss
Oh and as for the feeling, it is definitly different from vaginal penetration, it is much tighter around the sphincter area, causing pleasurable sensations. Try it and see, I hope this helps, take care.