Im so sorry about your experience, Mannneed.

Robble, it only hurts the first couple of thrusts. If he goes really, really S L O W at first and uses lots of lube, you will be fine.
As far as having to "go" during anal, it has never happened to me. As long as you are cleaned out (BM) and showered properly afterwards... you should be good.
Respectfully, what happened to the poster above is extremely rare (have never heard of it myself) but with that said, definitely do not go from anus to vagina... it's a GREAT way to get a UTI. And you definitely need to use a condom unless this is a monogamous relationship and you have both have been tested because it is considered more risky where STD's are concerned.