Hah, Adriana when I got this for review my reaction was EXACTLY the same as yours. The worst part is that the toy does not come with any directions/suggestions for use and the website doesn't indicate anything to that effect either. Some experimentation led me to the conclusion that this is functional primarily as an external stimulator, but exactly how you choose to be stimulated externally? Depends on how you position it. Generally speaking though, it's like the Cone in that it's meant to be straddled.
But yes. By far the most confusing toy I've ever reviewed. I can't say I didn't like it, but it was a bit of a brain-teaser.