OOOOOK...

1. You need to make sure you have the right plug for you. A good plug will stay in all day & not "fall out" on it's own. Too big or too small, and it's going to slide out. It is unfortunate, but you'll probably have to go through a few plugs before you find one that works for you. I highly recommend the Tantus Ryder (Tantus makes fantastic quality, all silicone toys)--just don't use a silicone lube with it! *laughs*

2. Use the right lube! Make sure you are using an appropriate lube for anal play-- usually an anal lube. They are much thicker (higher glycerin content) so they will stay lubed FAR longer--p.s. don't use them otherwise--they're designed just for anal! A lot of the water based lubes are horrible (too thin, sticky, etc). The silicone lubes are great, but you can't use a silicone toy, and most of the good plugs are silicone (except for njoy plugs).

3. As annie mentioned, you'll have to work up to it. It takes time to work up to all day... and you'll need that time to learn the difference between stomach cramps, needing to shit, needing more lube, etc. They're all "different" feelings & you'll learn to adjust to them. Also as the day wears on, just the generally feeling of the plug changes, as it changes whenever you change positions. The best place to start is at home, where you feel comfortable with it & don't have to worry about anything.

4. Plugging can be an incredibly erotic, arousing experience if done correctly. Just remember to ALWAYS ensure the flared base of your plug is sitting externally to your asshole, and never "shove it in" without lubing it first.

...not that I would know anything about anal....

Good luck & enjoy!