I really need relationship advice?

Ok so me and my fianc� are perfect for each other in every way we never ever get in any fights except for one thing anal sex. We have never had sex we are waiting till we are married because we don't want to mess up what we have and also because I made a vow to myself not to have sex till marriage so you know I'm already scared to death of having sex but then he brings this into the mix. I am absolutely against anal sex, I think it gross and disgusting, I believe the vagina was made for sex and the *** was made for you know to s**t. I told him I didn't want to but he told me that it hurt his feelings that I don't want to. He says that I should want to make him happy, and that if I don't do this he might consider not marrying me. I said well if you really loved me you wouldn't throw away everything away we have just because of this issue. I really want to marry him but I feel like he doesn't care about how I feel I am giving him my freaking virginity and I agreed to do other things that I was turned off too but he won't back down form this. I am scared to death of this, I've heard that it hurts really bad and that you might have a accident if you know what I mean I would just die and would never want to have sex again if that happened. What do I do??????? Please help. Is anal sex really bad?? I really need help and pls don't say I'm gross or be rude to me I am against it but I don't wanna lose my fianc� either. I don't know what to do. :'(