Please don't worry about getting her pregnant. The chances of that during anal sex are tiny. Even if you had had an orgasm inside of her anus the chances of the semen getting into her vagina and enough of it getting up to fertilize her egg is miniscule.
The presence of fecal material is not in and of itself problematic. Yes there is possible e-coli bacterial in the anal region- but you were not more at risk with the fecal material than when you were inside the walls of the anus. There is plenty of bacteria there to cause a problem if a problem was going to occur.
You did do a lot of things however to put both of you at risk for HIV, in case there was any virus present, or other infections and diseases. You did not wear a condom. And you compounded that by not using lubricant. This means you probably abraided her vaginal walls because anal intercourse is difficult and even painful in the beginning and might be especially hard to accomplish without a good lubricant. Lacking a lubricant, it is very possible you would scrape the soft tissues of the anus and cause them to bleed. That opens up a parthway for disease for the woman, and if you had any cuts or scrapes on your penis it would open a pathway for infection for you as well. Never have anal sex without a lubricated condom- and lubrication applied to a partner's anal area. There are bacteria that reside in the anus that can be dangerous to your health and there is not reason to expose yourself to this possiblility.
I don't know if you have been to a doctor yet,but you should go and find out exactly what her health status is and what your own is too. If you find out that you are both perfectly healthy you should still used condoms. Unfortunately, while everyone says they are monogamous, some people are not. Until you are in a long term commitmented relation ship with someone you trust you should always use a condom. Even if you are in that kind of relationship, you should always use a condom for anal sex. Condoms will also reduce the possibility of transmitting bacterial problems like vaginosis or yeast infections.
I hope you are healthy- if you prove that you are after your check up , look to the future and better health habits. Who needs the fear that you have had after your sexual encounter? I am sure she has been worried too. Make a vow to be absolutely fastidious about condoms and lubrication in the future. This will show you care about each other and a possible future together.
In the future, use waterbased lube. Always. Anal will probably be pretty much impossible and definitely uncomfortable without it. And always keep some condoms on hand, so that you'll be prepared for anything that might happen. You might also suggest your gf talk to her doctor or Planned Parenthood about her other birth control options.
As for countering the misinformation you no doubt received in school and/or from parents, friends, etc., I'd strongly suggest reading The Guide to Getting it On, by Paul Joannides. Great Sex by Michael Castleman is also a great book for young guys in particular. The Big Bang by Em and Lo is a great book, too :-)
In the meantime, you can most definitely relax about this particular event :-)