All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
It is forbidden to have anal sex with one's wife, and the one who does so is cursed. The prophet said: "Allaah cursed the husband who has sex with his wife in her anus." [Abu Daawood] So, thinking about anal sex when having intercourse, or talking about it is forbidden as it is a means which leads a person to be tempted by it and finally being resolved to doing it.
Therefore, you should advise your husband in this regard in a good manner and soft words as he can arouse his sexual desires in permissible ways other than thinking about anal sex, like foreplay and so forth.
Allaah Know best.