http://www.sexuality.org/l/incoming/aanal.html

That site is very informative.

But to tell the truth the thing that helped my wife really enjoy anal sex was the book "The Ultimate Guide to Anal Sex for Women", by Tristan Taurmino. That book will help eliviate any fears or concerns you might have about anal sex, I would highly reccomend getting it and reading it WITH your partner. It's important that he know what to do.

The biggest mistake I can see you made was being drunk, while playing around. Anal sex requires more trust and tenderness than vaginal sex. If you're drunk it dulls your senses and it's harder for you to tell if he's hurting you, which can lead to some severe problems later. Plus if he's drunk he is more likely not to stop if you tell him to.