I tried anal sex with my girlfriend and she was a first timer as well and she didn't hurt at all. She really enjoyed it!
it can get a bit messy so ye been warned
Just use lots and lots and lots of lube!
As for positions, try either sitting on it (forgot what the position is called) or doggy.
Personally i went for doggy straight away cause I love my girlfriend's ass too much xD
also last question, but, what does this have to do with pregnancy? o.O