Either way will work. Just take it slow. I've met far to many women who didn't like anal just because some asshole had just named it in there with just a little spit for lube and hurt them.
I would suggest trying out butt plugs for awhile beforehand. Gradually increasing size to stretch out muscles back there. It decreases chances of tearing them.
Once I told my wife how an old girlfriend used to peg me she got real into it herself, and now does my ass about every month or so. Kinda fun not knowing when she is in mood to do me.