Oh yes, dear, it is entirely possible and can be very pleasurable too. And you're talking to the right person about all those "speeches" about anal sex, I am kicking myself for having paid attention to them for 25 years. I discovered the real truth about anal sex about 8 months ago, and it opened a whole new and exciting world in my guy's and my sex life.
My guess is a particular position or pattern to his thrusting is stimulating some of the many many pleasure receptors in and around your anal opening. If you like what you feel, you very likely would love anal sex. Talk talk talk about it together first, making sure you tell your guy that you don't think it's wierd (if you really feel that way) and that you'd like to try exploring it a little further.
Good anal sex can take several very slow, careful sessions to get used to. Don't try to go all out the first try, and be SURE you use lots and lots and lots of a good lube, like KY or other water-based formuals. You'll need to learn to relax your tush muscles (your anal sphincters) sufficiently to be able to really enjoy the act. Just a tip, trim and shave any hair from around your anal opening and in your butt crack before you play - smooth is everything here, and pulled hair can ruin the experience.
I'm probably getting ahead of myself with telling you HOW to do it, you still need to decide whether or not it's right for both of you first.
To answer your question, anal orgasms are powerful and deliciously intense, and very real. If you click on my screen name "LoveMyGuy" you'll go to a list of my previous posts. I have posted a ton of information and detield expereinces on this forum, read through them for a lot more info you likely can use. I do so hope you'll check them out.
Relax and enjoy! Forget about what other people say is right for them and their butt, and concetrate on what you feel and like. Your tushie is your business, and nobody else's.
I love anal sex, and wish I had tried it when I was younger, I wouldn't have missed out on all those years of anal orgasms!
Keep in touch, I can talk for hours on this subject :)
Lisa