I've tried the Cobalt Bubble Plug link
which is made by the same company (Don Wands) and is basically the same thing (a little bigger and costs $1 more) made with beautiful blue pyrex glass. I don't know about the safety rating on urethane, but the Cobalt Bubble can be sterilized by boiling, so I'd choose the Cobalt over the Kama Diva... The Cobalt doesn't have the pretty swirls though!
According the amazon.com, "KamaDiva Urethane Pleasure Wands and Plugs from Don Wands are waterproof, hypoallergenic, nonporous, ultra smooth and are phthalates free. KamaDiva products are made from highly polished, durable, vividly colored and hand swirled urethane. KamaDiva Urethane Pleasure Wands and Plugs can be warmed or cooled to your preferred comfort zone. For safety reasons, we suggest that you clean and inspect all of your urethane pleasure wands before and after each use. Although nearly indestructible, never use a damaged urethane wand."
Hope that helps!