I hope you're ready for a pretty gross answer. You may be surprised to find out that many people suffer from hemorrhoids; many are too embarrassed to ask questions about them.
Hemorrhoids are enlarged veins in the anus or lower rectum. They can be quite painful and irritating, and sometimes they bleed. The good news is that they usually don't stick around too long. The bad news is that once you have one it can come back many times. You can even have it removed by a doctor if it gets too bad, but they'll still come back.
Hemorrhoids are either inside the anus (internal) or under the skin around the anus (external). The internal hemorrhoids are more likely to bleed, but I'm betting the external hemorrhoids are more painful. A doctor can remove them, although this might be a case of the treatment being worse than the problem.
Here's a link with a pretty gross sketch:
http://www.temple.edu/gisection/hemorr.html#see
