Once you feel the finger, just move it away if it doesn't float your boat. The only thing that strikes me as odd is that it's not generally usually a first-time-in-bed move. Or is there something behind it: And just maybe you might find that in the moment you actually like something new! Getting down with the crimson tide?
Personally I don't like sex to be like being on Meet the Press, so I don't like talking in the middle of it, but just shrugging and moving away from something you don't like works fine for all but the most obtuse.
Either way, pretty lame. I could feel the tip of his penis touch the entrance of my anal region. If there has actual anal penetration with that hand, he can't put it back in your vaginal area without a quick wash. This was pretty much my thought, too. I knew how to ride his slightly below average-sized penis in a way that would get me off in minutes flat, and he knew how to, well, thrust. What the actual FUCK just happened? You're just guessing and seeing what works.