I wouldn't say lose the guy like a lot of the people are in the comments. Unless that was what you wanted.
However. You cannot sit idly by as someone does these things to you. In the grand scheme of things you deserve comfort above all else, especially during sexual encounters.
My longtime girlfriend and I often do anal sex activities. However there are times when she does not want that area touched at all.
I as a man, no matter how horned up I am will always respect her wishes. Never would I finger her ass without consent, especially not following it with laughter after being requested to stop. That's borderline sadistic.
Give your guy a chance to better himself. But if he doesn't get with the program, it may be time to look a different direction relationship wise.
It's a simple concept, consent I mean. Your uncomfortability shouldn't be a turn on to him.