The instructions on how to use the aneros that you get when you order it are great and they are worth pursuing in their own right, but I want to describe how to use the aneros if you just don't get how butt ply can feel good.
First, give your butt a light enema to clear away any feces from the rectum. Don't do a deep cleansing unless you want to spend hours in the bathroom. Also stay away from the Fleet's since they have irritating chemicals. I'll post more on cleaning out before play in the future.
Have some silicon lube (I prefer Gun Oil) and some towels nearby for cleanup. Then, get naked and make yourself comfortable. Prop your butt up on a pillow so that when you insert the aneros, it won't be resting on the bed. Also put a pillow under your head for comfort. Apply some lube to your anus. Feel free to be liberal, but avoid getting lube on your perineum (taint) as this would affect how the aneros works. Apply some lube to the aneros. Gently insert it into your anus. When your butt begins to pull it in, stop pushing and let the aneros find it's own resting place. The solid disc will be resting on your perineum.
Now, begin masturbating. Go slow or you will cum fast. Use conscious breathing to accept pleasure without ejaculation for at least a little while. Focus on the sensations of your butt. Your anus will be contracting as you masturbate. This will make the aneros move in and out by itself. Feel it pressing gently against your prostate. Feel the little ribs rubbing against your anal sphincter. This rubbing has the potential to feel as tingly as your cock does when you're getting ready to cum. These two sensations combined with conscious breathing can lead to orgasmic feelings by themselves. You may need to stop stroking your dick to feel the orgasmic sensations coming from your ass. Move your ass. Rock it up and down. Put your legs in the air. Press down with your feet. Every ass movement will enhance the pleasure. Eventually, allow yourself to cum. The aneros will fuck you while you cum, intensifying your pleasure.
I firmly believe that this is a great technique for people who “don't get anal pleasure” to experience what is possible. If you keep at it, you may get the urge to use more toys and find new ways to experience ass pleasure.