There are three rules when first trying an anal vibrator: lubrication, relaxation and communication! The anal canal does not produce any lubrication so it could be extremely painful if you try to use an anal sex toy without any form of lubricants. Make sure you are totally relaxed and take it slowly. Always consider you partners wishes, talk about how far you want to go and know when to stop.
It's all a matter of timing when anal penetration is experimented, with a build up to anal sex, it can be easier if relaxation techniques and anal massaging is used either in the build up to penetrative anal intercourse or before the event so that anal experiences can be enjoyable for all. The most important thing with anal sex and using an anal vibrator is to be in the mood and be relaxed, never try and force your partner into anal sex if they are not sure!
Once you are totally experienced with an anal vibrator you might like to try the the double penetrating vibrators available like the the Anal Rotator which gives all the usual benefits of a normal type of vibrator along with the added anal probe stimulator attached for extra stimulation or maybe the Excel Vibrator which incorporates an anal bead type of sex toy attachment to the normal penis shafted vibrator.
Anal vibrators can be enjoyed by everyone but always remember the rules! Relaxation, cleanliness, lubrication and communication.