I am going to assume since you were not being specific in your e-mail, that your interest in anal sex is that of the being the receiver. If not, then my advice will also be a good primer for you on how to be a good giver.

The enjoyment of anal sex from the receivers end starts with three things, preparation, lots of lubricant and being relaxed. Your anal area is not automatically use to the idea of being penetrated and so just jumping right into anal sex can lead to a very unpleasant and painful experiences. Usually, women who have been penetrated anally without any preparation find the experience so painful and uncomfortable that they will never try it again. On the other hand, with proper preparation and knowing how to relax, anal sex can be a very pleasurable experience and for many, better than vaginal intercourse.  

My first experience with being anal penetrated was not pleasant. A guy I was with was doing me doggie style and just decide to pull out and ram his cock in my anal hole. As I screamed and tried to pull away. He held me like he was riding a bull and tried to ram his cock in harder. Luckily for me, I was in so much pain and discomfort, I had superhuman strength and was able to pull away. Our relationship never went much further after that because I didn't feel I could trust him. Anal sex is not something you engage in without a little bit of discussion with your partner.  A few years later and a little more experienced, I over came my fears and tried it again with someone who understood the need to be gentle. This time the experience was much better and lead me toward wanting to fully explore the joys that others said anal sex could bring.

So, lets talk about the three most important things, preparation, lubrication and relaxation. First as far as preparation goes, it is a good idea to make sure your anal cavity is clean. for this you want to use an enema. Second as far as preparation goes, in order to be comfortable being anally penetrated, it is important that your anal cavity is used to have something inserted into it. One of the first ways to start is to experiment with having a slim small butt plug inserted into your anal cavity or even a finger if you have short nails. In my opinion, butt plugs or even small dildos work best, because you can gradually work your way up to being inserted with something the size of a man penis. Of course, lubrication is very important as well, so before you insert anything, be sure to apply lots of lubricant. You can buy lubricants designed specifically for anal sex. They are different from other lubricants in that they are designed to not dry up quickly. Most often these are either oil-based lubricants or silicone-based lubricants. Water based lubricants are usually not recommended because the anal cavity will absorb the moisture very quickly and so you will need to re-lubricate liberal and quite often leading to more of a mess.  

So now that you have started with something small, you want to gradually work your way up to being able to handle something the size of your man penis. This is why I recommended above using either butt plugs or small dildos, starting with small ones and working your way up to a larger one over a little bit of time. Butt plugs come in sizes from small to large. Dildos can also be purchased in a variety of sizes as well. One of the better things to do is buy an anal kit, because they will usually have a variety of anal toys for you to experiment with and thus help you handle being anal penetrated. Also this just makes the whole experience that much more exciting because first you can start with these toys, preparing for the time when you can take your man's cock anally. Something exciting to look forward to. Consider it like extended forplay that may last for several weeks until your ready to graduate to the world of incredible anal sex.

As I said above though, there is a third component.....Relaxation. One of the biggest keys to enjoy pain-free anal sex is learn and knowing how to relax. Two ways to accomplish this is to breath and take it slow. Make sure you are in a comfortable position, breath and take it slow. Use plenty of lube and don't force it, let it glide in. Breath and take it slow. Get the idea ?

Ok, so lets now take care of your second question. Does anal sex cause orgasms ? I'm happy to say that, yes it can indeed lead to experiencing orgasms and for many women, very incredible orgasms. Many women who experience these intense and incredible orgasms will also say that after experiencing those types of orgasms, they will gladly consider themselves "anal sluts" after that. For men, orgasms are not as common, but it does occur and for those men it does happen for, most will experience an orgasm without ejaculation. Also, I'm told by a few male friends who enjoy anal sex, that it is the most sure fire way for a man to experience the joys of multiple orgasms. Something very few men will ever experience in life.

As far as how to approach your desire to try anal sex and whether he will think you are some kind of freak, unless your husband is some kind of prude, I highly doubt any man would not be interested in exploring your desire to try anal sex with you. After all, it usually ranks second among men's ultimate fantasies. First of course is a threesome with two women. But when introducing the idea of trying anal sex, as with any situation, it takes some communicating and some patience. Anal sex is not something you bring up over a romantic dinner, go home and try, go all the way and finish up in time to catch Jay Leno's monologue. It something where you discuss your desire and the need to take it slow, you learn about, you buy some starter toys and play with those. When the time comes, usually after a few weeks of play with the toys, learning to relax, and going slow, you can then try having him penetrate you anally. If it is painful, you need to communicate that to him. Stop, go back and play with the anal toys some more and try again later.