wants anal sex

Depends. Is the dildo too big? Are you lubricated enough? If you are tense, your sphincter muscles won't let anything in. You be clean inside out, be relaxed, get into the mood, use a lot of lubrication, wrap the dildo with a condom and slowly start making circles around your anus and slowly start penetrating. If you still can't possibly you need to get a smaller dildo. It is all about enjoyment, the size should not matter. 

Plz tell d lubricant which cn get easily in indian mkt.

Since you are gonna be enjoying it by yourself any body lotion, hand lotion or cream would do. If you could wash thoroughly later, you could use some oil also. Some prefer olive oil, some like the warmth of mustard oil.