If you want a lube for anal you want something thick. It would be good to try something like Sliquid Sassy or Maximus.
Also, if you are new to anal play in general, you will more than likely not be able to take your boyfriend's cock the first time. Start out with well lubricated fingers and maybe a small plug like the Fun Factory Bootie. Go as slow as you need to and don't rush anything. I have been doing anal play for a while now and still feel I'm not ready to take my boyfriend's cock.
Last but not least, anal sex should never, ever hurt. If it does, stop. Good luck to you!