Yeah, I'm just going to say "no", which has always been really hard for me. In this case though, I know I can do it. The pain of anal is such a strong reminder, and my dread of the pain, that saying "no" is way less painful than anal sex could ever be. Saying no causes discomfort for me, but it doesn't cause pain, and it's probably good for me to learn to say no. It's something I probably haven't done enough of, due to my fears, or his threats.
And yes, it will probably take a lot of repeating, and learning to not be pressured or guilted.
Learning to say no takes practice, it is empowering and sets a precedent. It is a lot easier if it is kept as simple as possible.