If it doesn't have a large base, or isn't designed for anal usage, don't use it there. Could result in a very embarrassing ER visit. Also, always use lube, and clean it thoroughly before and after use. Condoms can help with this.
Confuzzled his the proverbial nail on the head. Clean it well and use lube. Another piece of advice: start slow and gradually build up. If it starts to hurt, STOP!
Another tip: If your dildo silicone or cyberskin, do not use silicone based lube, because that can break down your dildo. Also, oil based lubes aren't safe for cyberskin. It's safest to stick to a water based lube.
