Well for me, I have noticed that the feeling you're talking about does subside. I have also found that the more that I play, practice, and experiment with my butt plugs ans whatnot, the less painful it gets. If you use enough lube and go slow enough though, it should not be painful at all. It's when you try to move to fast before you're ready that it hurts. I would suggest getting a trainer set of graduated butt plugs to help with that.

I know that for me, in time I've come to absolutely LOVE anal play. It is by far my favorite now. I love to have my ass filled!

Good luck and I hope that this helped even a bit.