Good advice again, ScottA!
When he's comfortable with anal play, he should be ready for pegging. Start with lots of lube and one finger (or similarly sized toy). When that's 100% comfortable, move up to two fingers. When that's comfortable, scissor the two fingers (or move the toy). After that, he should be ready to receive a modestly sized dildo. GO REALLY SLOW at every step. My wife and I found it came pretty naturally to us.
I suggest that he clean himself thoroughly before anal play.
Something like this should work well.
My wife and I prefer the doggy position--but we started with me on my side. It's easier to relax on your side or on your back.
Above all, have fun!