Why is it that it feels good when a big piece of feces is coming out your ass but hurts when a little prick is going in?

Basically, because you learned as a child to control your anus so you wouldn't defecate in your trousers. You've trained yourself to keep the anal sphincter (the muscle that controls the opening) tight. Now, you have to learn how to voluntarily relax the sphincter. For a more detailed explanation (and how to learn to relax your sphincter) get a copy of Anal Pleasure and Healthby Jack Morin.