I can't tell you how many times I have told this to people. As I was retyping it yet again, I saved a copy, Here's the basic schtick.
Use too much lube, if you don't have lube, don't try this, you will likely be sorry. Use thick lube made for anal sex like Maxus or Probe rather than the standard sex lube.
Be patient, good anal sex requires warm up. I strongly suggest the recipient has come at least once prior to attempting anal sex.
Pain is telling you that you are doing something wrong, believe it, slow down and see what needs to change.
The use of fingers isn't to "stretch out the ass", it is to stimulate the second, inner sphincter (which isn't under voluntary control (although "bearing down" like you are trying to void the bowel actually helps open the sphincter). It opens due to pressure on the other (inside) so a little pressure that mimics the pressure it normally experiences to open helps a great deal. I suggest using lubed fingers for 15-20 minutes before you get started on the anal, you'll be glad you did. I generally warm up the area by using just the pad of my thumb to dip slightly into the ass, this also encourages it to open.
The "I need to poop feeling" is simply because that is what you were doing every other time these nerves got stimulated. What you wind up doing is creating a whole new set of tapes to go with the stimulation of this area. I would suggest clitoral stimulation in addition to anal stimulation to make the connection more concrete.
The secret of anal sex.
The anal canal and rectum isn't straight. The anal canal points toward the belly button for the first 2" or so and then switches directions and points toward the small of the back. Going straight in will cause you to hit bottom a few inches in. What you need to do is then point the cock toward the small of the back. My favorite way to do this is have the woman doggy style but her shoulders are on the bed. This points the cock at the small of back.
At the other end of this, most women I know who have tried anal sex successfully love it. It gives really powerful orgasms, especially when combined with clitoral stimulation