Hi aa - The best advice I can give is to take is extremely slowly and use lots of lube. I personally use Sliquid Sassy or LH's own Anal Lube as they do not contain any chemical nasties - but there are lots of anal lubes on Lovehoney to choose from:
http://www.lovehoney.co.uk/product.cfm?p=11373
http://www.lovehoney.co.uk/product.cfm?p=28339
I have posted some links of toys which are great for a beginner and are highly reviewed too:
http://www.lovehoney.co.uk/product.cfm?p=16665
http://www.lovehoney.co.uk/product.cfm?p=22772
http://www.lovehoney.co.uk/product.cfm?p=30367
http://www.lovehoney.co.uk/product.cfm?p=28299
We also use a relaxing anal spray which I find invaluable. The great thing about this spray is that you really don’t loose any sensation at all - and there are no long-term effects. Nothing gets looser, so to speak - it just helps things to relax and not burn. I personally use 3 sprays, but the bottle does suggest using between 2-3 sprays - it depends on how you feel. Just try a couple of sprays and wait for about 5 minutes:
http://www.lovehoney.co.uk/product.cfm?p=28767
I have also added a couple of Lovehoney Guide links which I think will be helpful:
http://www.lovehoney.co.uk/sex-toys/anal-sex-toys/buyers-guide/an-overview-of-anal-sex-toys/
http://www.lovehoney.co.uk/sex-toys/anal-sex-toys/buyers-guide/
http://www.lovehoney.co.uk/sex-toys/anal-sex-toys/buyers-guide/anal-sex-toys-beginners-guide/
I hope this all helps :) xx