For many men anal-intercourse is a very enjoyable experience, but convincing your girl to do it with her can be very challenging. Before you decide to just go-for-it when you are with her, it would be wise to discuss it with her beforehand. She may be open to some ideas, and not open to others. Wail until she has established her boundaries and comfort level before you go ahead with any wild, independent attempts.
A lot of women have tried it before, and found it to be a painful experience, and have since decided to never do it again. Because the bodily region is packed with nerve-endings, it is very sensitive; improper stimulation can result in incredible pain or mind-blowing pleasure. In order to enjoy it, you have to make sure of a few things; you have talked it over beforehand, she is comfortable, and you have taken the proper measures to make the experience pleasurable.
Some women are just uninterested due to either a bad previous experience, or they flat-out do not enjoy it. If you really want to try it with her, and she is not interested, you need to find out the cause to determine if the issue is worth pursuing. But, you must not be pushy because nobody likes being pressured into doing something that they do not want to do. If you consider yourself to be liberated in the sense that you are interested in trying new, exciting things, then you may let her know that you are open to the idea of her penetrating you as well with her fingers or her luxury sex toys. Who knows? You may enjoy it as well.
To make her comfortable, you will have to get her properly aroused before doing anything new and potentially uncomfortable, which means that you will have to use lots of foreplay to set the mood. And, to ensure her satisfaction when you do go for it, use sufficient lubrication (use a lot) and begin with a finger, or high quality sex toys such luxury vibrators to see how she responds before proceeding to full-on anal-intercourse. Proceed to the next level, if and only if she says that it is okay; and when you do proceed, take it slow!
She may have concerns with cleanliness as well. To address her concerns about dirtiness, insist that you clean up well beforehand, lay down throwaway sheets, and maybe consider having the entire experience in the shower. It may not be the most comfortable setting, but it is a good starting point.