Anal sex. Although many still do not feel comfortable doing it, many have expressed the idea of having anal sex too much. This type of penetration into the anus occurs and is considered very pleasurable and rough, although it can be very painful at first. As much as people want to be open about the concept of anal sex, they miss the most important part – being sexually protective against STDs, which are usually spread through anal sex. To everyone’s delight, the US Food and Drug Administration (FDA) has approved the first condom designed specifically for anal sex to prevent the spread of STDs.