We use all of our toys together - but when I bought the Pure Wand I printed out every review for it that I could find on the internet. I gave her the Pure Wand, the printout - and went on a business trip. Her instructions were to learn how the thing works and teach me.
The strategy was very successful. Basically the technique is like Redboxbaby describes.
As you probably know as a woman's arousal level increases, her vagina deepens. For this reason I make sure she's pretty turned on (usually with oral) - then start with shallow rocking motions (we only use the larger ball vaginally).
As things progress the penetration becomes a little deeper - but one needs to be careful - even though there is not pain during play - if I am too aggressive, her cervix can hurt a little. She concedes 'it hurts so good'.
Enjoy this remarkable toy!