Good advice from Marco. Would like to add a few other tips:
* To reach his prostate, insert your index finger all the way in, as far as it will go, then press towards the front of his body, towards his navel. You can feel the prostate through the rectum wall, and it feels like a small, firm gland, about the size of a walnut. It can be hard to find sometimes, but just keep feeling for something small and firm; everything else up there is squishy. He'll feel it when you press on it (it'll feel great for him) - so look for facial cues, or ask him to tell you when it feels good. Once you find it, just keep pressing on it and massaging it with your finger. Pulling your finger in and out of his anus, teasing it, can also be fun.
* As for the mess, you've got two options: 1) just put yourself in the right mindset for it, knowing that your finger may very well come out much dirtier and smellier than before you put it in, or 2) have him prepare his rectum a few hours before you play around. The best way to clean himself down there is to use an enema after his last bowel movement. This will wash away any residual feces and stink. Without an enema, there's usually at least some residual up there, even if he just had a bowel movement. This requires some advanced preparation on his part, but the result can be much more enjoyable. Playing with a clean rectum is a lot more fun than playing with a dirty one or one with residual junk in it.
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Anal Play? 
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