Is inserting my own penis into my anus harmful?

Lately while masturbating,I have experimented with inserting my penis into my anus. I do this by lubing up both parts,raising my legs,and inserting my penis into my anus. The problem is is that its hard to get an erection,but I would like to achieve one this way,for better pleasure. Also,can doing this have harmful side effects? I do notice a little pain from stretching and rubbing my penis to shove it deeper inside. Has anyone ever done this? Any tips?