It is very loving of you to try and find a way to accommodate your lovers anal interests. Hopefully there will be a big reward for you as well. The vast majority of the woman I have introduced to anal sex have become addicts.
I think the key points are attitude, or mood, preparation, and technique.
If you plan on an anal session. The first few times this is really helpful. You can gather up all the supplies and have everything ready. You can also take a nice long bath and remove any distractions from the house. Lock the doors, take the phone off the hook, sign off the internet etc..
Don't jump right into it. It is something to worked into. What I like to do is start with normal foreplay, and after going down on her for a little while, lube up a finger and start to play with her anus. You should be able to feel the little ripples of pleasure going through her as you lick her clit. Do not go past this stage until you are getting that effect. Slowly start to work your finger in, and use a slow sweeping motion. You have an amazing amount of feedback to guide you via the tension on her sphincter. Also let her come down on your finger once you have it lined up. At first you need to go really slow. You can also play with her vagina but keep one hand for each and don;t mix them. You might not even get to anal sex with your cock the first few times. Hopefully she will start to push her legs back when you are eating her, opening her anus up to your probing when you go down on her, Cool! You are ready for the next stage.
For the next stage, I like to lube up her ass crack and my cock and spoon. I like to slide my cock back and forth over her ass crack while spooning. You can use one hand on her breasts and one on her clit while you do this. I like to start trying to rub my glands more and more over her anus. At some point you should feel her anus puckering with little waves of pleasure. Now you can try lining your cock head up with the target. Go slow. Tease her anus. Let her control the depth and the motion. I try and keep her from putting her hands on my cock though. This is a fear thing and I want her to learn that I will not thrust. It may take you a few sessions to get all the way in, and a few more sessions before you do much more than a very slow back and forth. Concentrate on the warmth, and tightness and the dirty erotic feelings. If you both want to get there you will.
Don't rush it. The time will come when you can go at it like a porn star. I kind of miss the first shy days though. Enjoy each stage of the journey and take it slow.