Here are three tips to get you started on solo anal play:
1. Make sure you're relaxed, or nothing's going to fit up there.
2. Use lots of lube. Your rear doesn't self-lubricate like your front.
3. Always use a toy with a flared base—you don't want any trips to the emergency room, no matter how discreet the doctors are.
And as always, use your own sex toy, and have fun!