That was my number one complaint, burning sensation to the sphincter muscle during anal. I don't know about you but all of the internal lubing you do won't do your sphincter any good, if that is what you're not lubing. Another approach, which I find to be extremely important is before your guy gets past the sphincter and into the fucking is to condition or break the sphincter in. It is a powerful muscle and for good reason, lol. When your guy penetrates it, (with heavy lube) have him come back out and go back in slowly several times. This will make sure it is lubricated and I believe it makes it relax to a certain degree. The anal canal isn't the pain problem I believe, its the sphincter. Work on it good and I believe you'll be far better off.
Poppers sure help too. If you don't know, poppers dilates the sphincter and makes penetration and continued fucking much, much easier.