Question the first: Not many women can orgasm vaginally. There are different statistics regarding this, and most seem to say that only about 30% of women have had a vaginal orgasm. Anything you've heard about a vaginal orgasm being more "mature" than a clitoral one is bull. An orgasm is an orgasm, and they're all great! And if it feels good (even if it isn't orgasmy) keep doing it!
Question the second: Getting used to anal sex can take time. The best advice I can give is to explore around there a bit yourself before having anal intercourse with anyone else. Fingers and small toys are a good start, and remember to use lots of lube. I find that having an orgasm before starting anal penetration helps me relax, and keeps me aroused enough to get into it.
Question the third: Do you use condoms? Perhaps you're allergic to latex or spermicide. Spermicide can cause a burning sensation, and washing it away gets rid of the pain. (There are plenty of other reasons why sex may be painful, but this is the first one that popped into my head.)
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Question the second: Getting used to anal sex can take time. The best advice I can give is to explore around there a bit yourself before having anal intercourse with anyone else. Fingers and small toys are a good start, and remember to use lots of lube. I find that having an orgasm before starting anal penetration helps me relax, and keeps me aroused enough to get into it.
Question the third: Do you use condoms? Perhaps you're allergic to latex or spermicide. Spermicide can cause a burning sensation, and washing it away gets rid of the pain. (There are plenty of other reasons why sex may be painful, but this is the first one that popped into my head.)