According to what I've learned so far, massaging a man's prostate is akin to massaging a woman's g-spot. This sort of prostate stimulation can produce a different but extremely pleasurable orgasm for a man. It is even possible for a man to experience multiple orgasms, though ejaculation will not happen every time. Apparently penile stimulation is not necessary to achieve orgasm by this method.
Most sites I've visited thus far (and common sense) suggest this should be approached carefully. Having been at the receiving end of a less than pleasant anal-first myself, I entirely agree. Anal penetration, like vaginal penetration, takes some getting used to even if the body is built to accommodate it.
It is helpful if the lower bowel and rectum are empty. Finger nails must be short, gloves are recommended and sufficient lubricant is required. And a little anal foreplay is encouraged - in this case, massaging the perineum (the are between the testicles and the anus). A little body massage will also help the man to relax.
Experimenting with body positions is suggested. The aim is for both parties to be comfortable and to facilitate proper insertion. Insertion of a well lubricated finger should be done slowly and carefully. Once the finger is in a about an inch, it should be directed upward along the rectum wall. The goal is to locate a small bulge of tissue near the base of the penis on the inside. The prostate has a groove down the centre separating a right and left lobe. Bending the finger in a "come here" gesture, use the pad of the fingertip to gently massage the prostate.
The finger is curled upward toward the navel. This got me thinking that the man should be lying on his back with his legs parted and elevated. (Bondage ideas come rushing to the fore!) This also promotes a face-to-face interaction and encourages verbal and nonverbal communication.
Sources I found online suggest that sometimes during prostate massage, a man will experience what feels like the urge to urinate. This is the result of the massage as opposed a need to go (if the bladder and bowel were emptied beforehand, that is.) Pressing directly on the prostate when the man is close to orgasm will likely push him over the edge and create very pleasurable sensations.
Most sources urged patience. If there is any pain, sources recommend slowing down or if necessary stopping entirely. Gentle movements are recommended as undue force could results in bleeding or damage. If a person experiences any bloody discharge afterwards or any lingering discomfort, medical attention should be sought immediately.
Cautions aside, the potential payoff for both partners here is huge. For the receiver, a mind-blowing orgasm combined with surrender of a most intimate part of the body. For the giver, a chance to deliver immense pleasure to someone who is showing the great trust and submission. A very heady combination indeed!
For a very brief video example of prostate massage during sex, check out:
http://www.youporn.com/watch/64167/prostate-massage/
For a more indepth overview from a tantric perspective, check out:
http://www.howcast.com/videos/172520-How-To-Give-a-Sensual-Prostate-Massage




