If you play with urethral sounds you definitely should either ask your partner to bring their own, or invest in a autoclave to clean them between clients. Using alcohol or some other 'cide type product eventually will break down your sounds and make them susceptible to contamination. Shoving a contaminated object inside someone is just a bad idea!!!
There are a few sites out there that you can get some info from concerning using sounds (I also suggest getting your hands on actual medical texts). The biggest thing is patience, and then safety. You should also read up on the basic medical aspects of cleaning your play area first before insertions, and also know what to do if you have a problem or accident.