No numbing lubes. They're neither safe nor fun.
I notice that you may not be asking the right question. You say "my boyfriend wants to try it", but do YOU want to try it, or at least are you open to giving it a go? If not, then don't do it - if you aren't open to it it won't feel good. If you are then your boyfriend should know up front that he isn't going to get in there for a month or longer, because you both need to be ready. Start with finger and small toy play (using plenty of non-numbing lube) and learn to relax and enjoy anal stimulation. At first play with yourself, later bring your boyfriend in. When you can comfortably use a toy that's close to his size then you can give penis-anal a go - AFTER you have plenty of foreplay and warm up.
One more note - some people find that anal is more comfortable after an orgasm.