On the Roles for the Hole. Archived from the original on 1 April It is strongly recommended that plenty of Anal prostrate massage be Anal prostrate massage with prostate massagers to prevent rectal lining damage. There are a lot of reasons people like anal play. The urethra the tube running from the bladder and out the penis runs right through the center of the prostate. Many couples, though, do not purchase such devices but use a finger for anal penetration and prostate stimulation to enhance the man's orgasm.