I second the condom advice, either that or make damn sure it's disinfected before your unsuspecting gf sticks it back in her pussy.
Lube is a very good idea but don't make the base too slick or you might lose it.
Go slow and gentle. The anus needs a little time to adjust. Using 1, 2 and then 3 fingers with lube is a good warm up. The anus doesn't lubricate itself like a vagina so after a while you'll need more lube to be comfortable.
If you're brave enough to get it a good way in you'll start stimulating your prostate and that can lead to a fantastic orgasm.