It was the first time for me to have anal, but as soon as he strated i felt I had to go to the toilet, it happened 3 times?, is that because I am not used or is there a problem or something wrong we did??
That is common...you just have to let the feeling pass... Make sure you DO go to the toilet before anal...and there should be no problems at all.
Yeah, what DancerAnnie said... You usually associate that feeling with having to go, so it's normal to feel like that at first. It's something that you just kinda get used to after a few tries.
lube... and relax... sometimes you get really tensed and it hurts so you tense more... you need to just say... wait a sec... and then take a couple of breaths... try and relax... more lube... just relax until you are used to it... then you can tense up and it feels fantastic.