I start out by breathing slowly. Relaxation is a big thing. Dimming the lights, lighting candles, turning off the tv, and putting on soft/sexy music helps me. Depending on your preferences, turn your bedroom into a relaxing place before hand.

One thing my partner and I do is we sort of sneak up on one another. He will massage my vagina and perineum and when he can tell I am fully relaxed from the feel of my vaginal muscles, he will insert his middle finger into me. Sometimes it helps to use the pinky just to get started. As time goes on your become more comfortable.

Lots of lubricant is necessary, and the best lubricant to use is called Maximus. It is also the most cleanly when it comes to anal, so please purchase yourself a bottle of that magical lubricant. A little goes a long way during regular intercourse, but for anal, you want to get as wet as possible, and reapply lube when you start to feel dry.

You also have to remember that you are not going to accidentally poop. Now it's best to only have anal play if you have taken a bowel movement about two hours before hand, and douched an hour before hand. This is proper anal etiquette and it is important to reduce possible mess. To be honest, even without douching, we've never had an issue with any random bowel movements unless we get into deep anal play. So if you plan on going deep, remember to douche. If not, you should be okay as long as you've used the restroom and wased up first.