Women may sexually stimulate a man's anus by fingering the exterior or interior areas of the anus; they may also stimulate the perineum (which, for males, is between the base of the scrotum and the anus), massage the prostate or engage in anilingus. Sex toys, such as a dildo, may also be used. The practice of a woman penetrating a man's anus with a strap-on dildo for sexual activity is called pegging.
The anal sphincter acts as a bit of a gatekeeper for the rectum. For anal sex, however, it’s important that this muscle relaxes. Not only does it make the experience more pleasurable, it reduces the risk of tearing or discomfort. Relaxation involves patience, both at the time you’re attempting penetration, and as you become more accustomed to anal sex.