This short and sweet answer was going to be my advice exactly.

Even though I am a woman, the way I trained myself to respond to anal stimulation was to do it whilst masturbating, and then have orgasms with something in my ass. I found that the orgasms were much more intense. A gay male friend of mine says the same is true for him. So, I think if you train your body to associate it with pleasure, it helps. Taking a big cock up the ass still hurts a lot at first, but with the right lube, relaxation, and simultaneous stimulation to your genitals, the pain can become pleasure (or so I'm told).