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When you have become accustomed to anal sex and both of you know the speed and angle(s) that you prefer, you may try double penetration. The first time, I'd suggest that your lover penetrate you vaginally while you wear a butt plug or insert a small dildo into your anus. Butt plugs are preferable, since they stay put. As you get more flexible with dual pleasure, you can switch to penile anal penetration with a dildo or vibrator in your vagina.