There is a problem with mixing alcohol and anal play, as has been mentioned. Alcohol dulls the feelings, and that's something you really don't want during anal play. Pain means you're doing something wrong, pain is a warning.

I'm a huge fan of Tristan Taormino, she's the author of The Ultimate Guide to Anal Sex for Women. I would highly suggest getting a copy of that book, it will give you all the information you could possibly ever want when it comes to anal sex. Her message board is here, and her website is here. Both sites contain huge amounts of information on anal sex and anal play.

I would also recommend a toy or two to work up to dick size. Most people aren't going to be fitting a cock in their ass the first night out.

Anal sex doesn't always have to mean dick in ass. There are a lot of levels of anal play so just stick with what feels good to you at the moment.