Stage 1 - Make it about pleasure.  We all love pleasing our partners and if it's the sensation she thinks you are after and not her performance as a femdom then it takes the heat off her and she may come around to it sooner.  Don't jump right into, hey baby I bought you a strapon!  Encourage her to get comfortable with exploring your ass with her fingers and small toys...perhaps even her tongue.  Let her see that the extra stimulation drives you wild. 

Stage 2 - Watch an instructional pegging video together.
  Whether she admits it or not, she is probably concerned about hygiene and accidents.  The series of videos below are amazing!  One is about anal pleasure for men and the other is about pegging for couples.  Both are educational while still being humorous and sexy.  After the instructional part, you get several scenes to watch with various couples.  The pegging one is done in a fairly passionate light so they make a great introduction rather than showing her your fav hard core femdom pegging scene.  Instructional Video

Stage 3 - Buy a girlcock with her.  Let her be involved in picking out the type - harnessed or strapless.  Let her choose the stye - once she sees all the colors and shapes and stimulation options she will get excited.  Look for one that will stimulate her with either a g-spot stimulator or a vibe near her clit.

Stage 4 - Discuss positions. 
For some women it can be a shock to see their men on their hands and knees, ass up in the air.  Your aim is to make her comfortable with pleasuring you with her girlcock. Check out my list of beginner positions here.

Stage 5 - Don't make pegging the focus every time you fuck.  Vary things up!  A lot of guys who crave pegging want it all the time.  Remember she is just finding her grove so to speak and still needs you to take the reigns and fuck her like she craves.  Perhaps start with her pegging you and finish with you fucking her so she doesn't feel like she's missing out.

***(If your ultimate goal is for her to be dominant with you try the next step)***

Stage 6 - Introduce some pegging porn.  Once she is comfortable with pegging you a couple of times and seems to be having fun with it, hand pick a few pegging scenes that maybe show her where you'd like her to go with it.  Hopefully it will open up dialogue and give her some cues.  You can also substitute porn for a pegging fantasy you've written.  Only do this if you have confidence that she is open to being dominant as you will be revealing your dark secrets to her - harder to laugh off like a porn if she hates it. 

Stage 7 - Add in some props.  Start with things like restraints, crop, blindfold, etc.  Sometimes seeing your man restrained can bring out the inner dom in any woman.  Make it less about your submission and more about being her sex slave - to fuck and make her cum at her leisure. 
If panties and chastity are on your list really ease into those themes with caution.  Remember, anything worth doing may take time! 

Stage 8 - Encourage her to be verbal
Sometimes getting the first words out are the hardest.  Once she utters them, show her how much you love them (even if she is off target a bit).  The point is to encourage her to find her voice...the specifics of what she says can be tweaked later.  If you accomplish this stage you are well on your way to what you crave!