Please read the FAQs, the Posting Guidelines section, and especially the Index, all found at the top of the main screen. Here is an article that discusses your questions and concerns.
"Playing Ball" and How To Tips for Prostate Massage
This is also an excellent tutorial for people interested in and concerned about the how-to of Anal stimulation as well as play.
I answered the question about lubricants as recently as a couple of days ago. Please read Brandye's and my replies.