You should use a lubricant along with a condom for penetration, especially for anal sex.  A lubricant a special gel that provides wetness to the vagina or anus so sex isn´t painful, and so the condom doesn´t break.

If you use a lubricant, make sure it is hydro-soluble like a glycerin based gel. Avoid oil based substances like Vaseline, butter or margarine, massage oil paraffin and etc., as they could break the condom.

You can buy lubricant in a pharmacy or sex shop. You can also get them from the organizations with programs for sex workers listed on this page.