You know, no matter what I do, it is always intensely painful for me. I do manage it when Boss makes me though, and some tips thta help me are:

First, what they said about lube, finger-fucking first.
Second, same with the butt plug. It will stretch it out.
Third, make sure you are extremely turned on (horny), as that seems to lesson, or make the pain more tolerable.
Give your body some 5 minutes or so to absorb and adjust to the pain.
Lastly, play with your clit while having the the butt plug in (don't cum!), and that will lesson the pain tremendously (as well as fulfilling step 3!).

Good luck!