Haha, I do think it's wrong. And I'd be really freaked out of a partner of mine admitted to an interest in it!
Did you hear about the man who tried to have sex with a dog, but the muscles in the dogs arsehole contracted, trapping the dog on the mans penis?
He had to go to A and E (or ER, if you're american) with the dog still attached to his penis.
Doesn't get more embarrassing than that, does it?