I went with a woman who wanted to do this and I had to decline. Just something about sticking something in my rear...not appealing. Apparently, the way it's supposed to work (or so it was explained) is that your spinchter is packed with nerve endings. So as you're about to climax, that stimulation of the spinchter is supposed to heighten the overall sensation of climax.

I climax just fine, so I'll pass.