For those of you uninitiated, the term Pegging -- as defined by renown sexperts, Wikipedia -- is the "sexual practice in which a woman penetrates a man's anus with a strap-on dildo."
Dear Pegasus,
Your very wording of this question may reveal the underlying struggle. 'Winning your guy over', sort of implies by him accepting he is losing, or you're getting something over on him, or in this case in him. Is that how you see it, or want to frame it?
It might be best to have a conversation about pegging and see what sort of response it evokes - for both of you. There are really only two parts to the pegging debate. 1. Does it result in actual pleasure? and 2. Does the act stir up such a dust bowl of fear --being gay, or a pussy, or a mega-perv? My sense is part 2 is so powerful for most, that it negates considering part 1 rationally.
The prostate and all the other nerve endings in the butt can respond very favorably to penetration. That's biological fact. But butt play and the big bopper -- phallic-shaped insertion -- is so inextricably linked to "homo act" that dudes shy far away.
Bottom line: talk it out and see where it goes. From the physical angle to the psychological angle to the societal angle. You may be able to peg the issue, address it, and be on your merry pegging way.
Tackle it head on:
Find out one of his fantasies and have a fantasy exchange night?
Or indirectly:
He might just not like something up his bottom.
You could go around it lightly by suggesting he might like it. Maybe don't go straight for strap on, but rather try other types of stimulation. eg, rimming, or fingering whilst giving a bj. Play safe and talk about it first and whatever you do, don't 'surprise him!!!
If he doesn't like it, he doesn't like it. Game over. If he does, then you can build it up over time.
Either way communication is the key.