Full body massage! Helps to relax him, or you...or both!
Lots of KY, not just on the outside!
I'd suggest if he's accepting you, then let him take you while you're on your back, that way he can control the depth & speed at which he feels comfortable with. Also, expectations seem to be pretty high with losing one's virginity (duh!), if you rush into things, that's where poor memories come from I think. Take it slow, read him, and communicate with him!
I'd also recommend warming him up with a finger or two or three before hand. The biggest asset in hot pain-free anal sex is the ability to relax (specifically your anus). I'm definitely no expect but it helped me for my first time; He was a very good coach!
Oh, and a condom!