Is there any thing bad about having anal sex with my boyfriend?

Could be: I do not encourage anal sex. Tearing, infection, damage to sphincter leading to incontinence are some of the potential problems. The anus is an exit... Not an entrance!

Probably not: No problem at all, assuming no STD risk (other partners recently, active STD). Whatever sexual practices give you and your partner mutual pleasure, with nobody coerced or forced into somehing s/he doesn't want, there are no restrictions from a health standpoint. Be aware that anal sex needs to be careful and "gentle", at least initially, to prevent injury.