I'm a guy and I've tried anal masturbation once in the past, and again just recently, both times I've haven't been able to get past the first set of sphincter muscles, I'm rather interested in experiencing prostate stimulation, but as said before can't get past the muscle, the first time I used vaseline and I still couldn't get past the muscle.
You just have to be patient and relax...try to watch or fantasize something that turns you on. It's all about being comfortable and relaxed. Good luck!