Answer: Air can become trapped in the vagina during sexual intercourse. They even have a slang term for it, "queef." When the air escapes it can sound like you are passing gas, because the vaginal walls are moist, and form a bit of a seal. It is normal, even if it is kind of funny sounding. During anal intercourse, I would guess your vagina relaxes and allows air in when he withdrawals, and when he pushes in, the air is pushed out; since the vagina and rectum are so close together. I wouldn't worry about, try to have a sense of humor about it. You can read one woman's experiences with this at the link given below.
http://www.myvag.net/noises.html
Inserting your fingers, a slim dildo, or a vibrator into your vagina may prevent this from occurring, if it is distracting.