Lots of good suggestions so far!
I learned how to give anal from a girlfriend who taught me how to do it to her. Her method is as follows: one finger, two fingers, scissor the fingers--and finally, penis. I've used this method with great success.
As others have said, start with some good lube. All we had back then was KY, but there are many options now. Some prefer water-based lubes, others prefer silicone. A thicker lube is usually best. Use plenty of whatever you choose.
Start with one well-lubed finger, a pinkie if necessary. If inserting it makes you too tense, just rub the outside until you can insert it without tension. Your husband's tongue can also help you relax this way. Since he's the one who wants to try anal, I think you'll agree it's the least he can do!
Once you can fully insert one finger and still stay relaxed, wiggle it around and move it in and out. Once that's happy, add more lube and go for two fingers. It may take you days or even weeks to get the first finger (or maybe just minutes, depending on how well you can learn to relax), but the second finger should be a lot easier. Again, try wiggling and moving them back and forth. This will help you to relax and you'll begin to understand the tremendous pleasure potential of anal stimulation.
When you've got both fingers in to the second knuckle or so, scissor them back and forth. Keep scissoring and move them in and out. Go wider with your "scissors" and rotate 90° and back.
When you can stay fully relaxed with two fingers inserted and scissoring (especially if they're your husband's fingers), you should be ready for his penis. Apply more lube and also apply it to him. The easiest position for most folks to relax in is the side (spoon) position, so I'd recommend trying that first. You may find you relax easier on your back, or even on your stomach. Whatever position you choose, put your hand(s) on his thighs or hips so you can stop him if he goes too fast or deep. If it does hurt, have him withdraw, then wait 30-60 seconds for you to relax again. Never be afraid to add more lube. When he is able to fully insert his penis with no pain, you may be shocked to realize how good it feels.
If you take your time, you'll probably learn to love anal. My wife was very skeptical at first, but now it's one of her favorite things. Have fun!