Check with your chosen SP what she is happy doing anal wise.
Ideally use a butt plug with plenty of lube on with the SP first to loosen and lubricate things up a bit. Ease the butt plug in bit by bit rather than push it fully in straight away. It's the putting it in that's the painful part due to the stretching of the muscles (obvs). Once she is happy she is ready, then apply lube to both condomed up penis and anus and slowly ease in and then give some time for things to adjust. Once the SP is happy then start slow and build up.
Note: Some SPs don't like you taking your cock out and back in again and prefer the cock to stay in once it's in.
Best to change condoms between vaginal and anal penetration.
I've only done it a couple of times and I found it didn't really do anything for me. Just something I'd seen in porn and wanted to try out. Tried it and not for me.
Pretty much my experience, apart from using the butt plug.
An SP I got to know pretty well used to offer it to me as a free perk (she normally charged extra) when she was in the mood for it. To achieve it, I needed to be really hard. Start with normal vag sex to get her loosened up, then after some energetic doggy, lub up and switch to anal. Lubbing up is v. important, as is to enter slowly, and take it slowly to start with as she gets used to it. And take it slowly when withdrawing!
And be prepared for an unpleasant odour. Shouldn't happen if she has doused properly, but sometimes can't be helped.
Having someone who is genuinely enthusiastic about it certainly helps the enjoyment, but that is true of most punting services. However, I think she got more out of it than I did.
I have tried it with a couple of Thais, who seem to be quite expert in it, if less enthusiastic.