Something no one suggested here is Practice on yourself in your own time.
You are your own best teacher. If you can be ok with it, start with your fingers. Insert one while in the shower(bring the lube with you). Move it around and pay attention to what your anus is doing. Consentrate on relaxing it. One trick I learned is applying pressure with your finger to the side of your rectum. Curving your finger like a hook and just pull back works well. Hold it there and don't move it. After a few seconds you should begin to relax and you'll feel yourself begin to open up. Work on that feeling and practice making it happen on que. When you get yourself opened enough, try graduating to two fingers. When you are able to have three in you, you will be an anal champ.
Another thing to remember. Each time you squeeze on something, your anus will open up more when it relaxes again. You can see this in action while inserting a butt plug. Slid it in as far as it will go and squeeze it out slowly. When you re-insert it again, it will go a little deeper. Soon you'll have the whole plug in.