Answer:
A lot of people enjoy anal stimulation. Men have an organ called the prostate, located between the anus and the scrotum about 4 inches in, and stimulating it can trigger an erection.
Start with a lubricated finger with a well-trimmed fingernail. The anus does not produce its own lubricant, so pick up something in an adult toy store or a larger drug store. Work your way up to the vibrator; the trick is to relax. If it hurts, you're doing it wrong!
Never put anything sharp up there -- the walls of your intestine are pretty delicate, and if you puncture them you could get a nasty (even possibly fatal) infection.
Be sure the vibrator is clean -- thoroughly clean it before use, and again after you're done. Don't share sex toys.