Right. Well, approaching that topic is just like everything else in that you need to be really open and positive in your discussion. Communication is the #1 thing for any couple, but I'm sure you know that.
For me, anal was completely off the cards after a traumatic experience I had when I was younger. I must say, I was so uptight about it that if a partner said he wanted to do it, I would possibly have ended the relationship. Obviously this is extreme but there is a lot of social stigma out there and a lot of lies about pain, medical implications, etc, about having anal so it needs to be approached delicately.
What did it for me was having a partner that mentioned how much he'd love to do it to me and that it was a massive turn on to be with me in that way. There was no pressure and in the end I dictated the entire experience. He didn't once make me feel like a disappointment when I said no (even though that went on for ages) and I knew that anal was an addition to our already great sex life rather than something only for him.
I think what finally pushed me to say yes was doing research and getting advice from people here. It really made me feel that I was normal for wanting it. Maybe introduce the idea and suggest that the two of you do some research online together to see if she'd be into it. Good luck!
All of Scorpius' links are great (as usual) but as an addition to the one I've posted previously is this one. It was my first anal toy and I love it dearly: http://www.lovehoney.co.uk/product.cfm?p=31111