It depends on your body's configuration, how much (and what muscles) you are able to relax, and the material. The rectum curves several times, and inside there are several things that you can run into if they aren't relaxed (Houston's valves are in the lower/middle rectum).
Once you reach the top of the rectum, there's another bend and a sphincter in order to get into the pelvic (or sigmoid) colon, and this might be what you're running into.
Remember, relaxation is the key, not forcing something in or gritting your teeth through the pain. Move slowly and wiggle/rotate whatever you're trying to insert.