Preparations

I'm going to assume here that you mean anal sex (there are a significant number of people - myself included - who are of the opinion that any activity you engage in with the intent or at least accepted possibility of orgasm is sex. Anyway).

There is actually no reason that the first time needs to be either hard or painful (or at least not very).

The key thing is preparation, taking things slow, positioning, and communication.

As far as preparation, check out this EC page HERE.

As far as taking things slow - use lots and lots of lube (there is no such thing as too much, really), and set things up so you are not under any time pressure to get the deed done (having to be somewhere, company coming at some specific time, etc.). Use lots of fingering first, in fact consider doing some number of sessions where all that gets done is fingering and gentle penetration with fingers before any other body parts get involved.

For positioning - Start out both on your sides the the 'top' behind the 'bottom' and entering veerrry slowly. This keeps either of you from having to fight gravity and lets you exercise maximum control of the penetration. It may be somewhat awkward once you get going, but once you get going you can always change positions. A second option is the 'bottom' sitting down on the top. Puts the bottom in control, but gravity can be a factor (plus the occasional leg cramp).

Finally, communication - the top cannot feel what the bottom is feeling and so has to rely on the bottom telling them what feels good and what doesn't, whether to stop or keep going, speed up or slow down, etc. So talk out what you want to do before you start and don't be afraid to talk during.

Finally, finally - porn is not an instruction manual - you do not need to jackhammer away like in the movies. Unless you want to and have some practice. Which can come later.

Hope this helps,

Todd