Severe pain from having anal sex?

Hi this is rather embarassing but me and my boyfriend had anal sex a couple of days ago, we didn't use any lube or anything that you are supposed to do, we were having sex the normal way and he decided on his own to start having anal sex with me, it was extremely painful to the point i was screaming in agony, after i finally got him to stop i noticed i was bleeding a bit for about a day and the pain hasn't gotten much better, the more i walk and do stuff the more pain i feel back there, how can i tell if there is any damage or tears to the area?? i'm too embarassed to go to a clinic, lastly how do i ever trust him when he comes to having sex that he won't do that again?? i feel afraid to be intimate with him now for fear it will happen again because i never wanted to experiment with anal sex ever...