To be honest, its probably more of a mental thing than a physical thing!
As others have said, get lube, use it and use LOTS OF IT!
No bull****....you can't use enough when you're starting out.....its also VERY difficult to really "finger" yourself and get the same sensation you get when its done by someone else.
You might want to hire a gay male massuse who specializes in prostate massage - cause trust me, anal sex is NOT about the penetration..its about the stimulation of the prostate!
You might want to buy a soft 1" thick dildo and try that or better yet, buy one of those "prostate massage" instruments...here's the site:
http://www.aneros.com/category.php
I have one and its a great tool, it dosn't hurt to put in and you'll immediately feel how it hits your prostate!
Also, find a bi buddy and explore together! That's always a fun way to explore your sexual self!