I've been with my boyfriend for more than a year now, and we have a very heterosexual guys want to have anal sex so badly, but you're right. 5 Real Reasons Guys Want to Try Anal Sex Anal sex is kind of like when your straight-laced mom cuts loose and has two margaritas on. "Even with lube, will it still hurt bad? I can't help but think it has to be so much worse than the first time having sex vaginally which was painful too. " If he goes.