Cream,
Generally speaking, you are right. But, I understand that the Halacha allows it between married couples, as the pleasuring of the partners is considered important enough for the stability of the marriage. I understand that this permit is, perhaps, only relevant when the partners are already married, but it suggests that there isn't a total and complete prohibition on anal sex.
A friend of mine is claiming that the concept of marriage in Judaism has a strong link to property law (he's right: the Hebrew word for "husband" and for "owner" is the same word - "Ba'al"), so the important part un Kidushey Bi'a is the fact that the husband acts like an owner and has sex with the wife as he likes.