PPE is right. I would add though that you should get yourself one and try it on yourself first before going to a provider and trying it. Might save you a bit of money. I'd reccomend a jelly plug to start. They are very easy to take. And of course lube, lube and more lube - when it doubt add more lube.
Once you know you might enjoy it, have her start out with fingers and make sure you budget enough time for her to get you properly dilated. For the most part pain when doing anal sex turns a lot of people off. Then once she has you loosened up she needs to do you just like a guy does when he takes a woman anally... well, maybe she'll be more patient!
But its the same thing, slow, steady, and easy. Once she has it inside you she'll need to just kind of let it sit in there and allow you to get accustomed to it, then you can start playing. Remember that you, as the bottom, need to speak up if you feel pain, or dry or anything like that. Unlike a real cock, she can't feel anything inside of you, so you gotta be willing to speak up.
Please do come back and let us know how it was.