My wife also loves anal sex. She had orgasms through vaginal sex, they just weren't as intense. Over the years, the frequency of vaginal sex we had went down and the frequency of anal sex went up. Last July we were discussing it, and my wife admitted she only had vaginal sex because she felt it was "normal," and that she thought I might want it. After assuring her I would be quite happy only having anal sex, that's what we've done. We haven't had vaginal sex since last July, and our sex life is great. I really think your boyfriend's concern is that he thinks he is unable to please you vaginally. Explain to your boyfriend that he is an incredible lover who knows just how to please you, and that you love him in your vagina, but you really love having him in your ass. I'm certain he'll be happy to oblige once he realizes it's not that he can't please you vaginally, but that you simply prefer anal sex.