Come on, where have you been for the last 20+ years?? HIV can be transmitted via anal sex. Always use a condom. However, condoms can break, so I would recommend discussing STD's with your partner, getting tested together (and seeing each others results) before you have anal sex. Still use a condom anyway because sometimes HIV doesn't show up in the blood immediately after exposure. Be safe!
So protected sex is a 100% sure way of not getting anything?
Doesn't matter whether it's oral, anal or vaginal sex, if you have it unprotected, there is always a possibility that STD transmission occurs. When it comes to HIV, anal sex is even riskier than vaginal sex. You'd better use protection when having casual sex.