*tries hard for this not to count as sex tips*
Personally, I cant quite seem to do it my self. The prostate, which is the bit you're aiming for, is in the perineum. Its under the skin, between the testicles and anus, and reachable via the rectum. However, personally, I cant sort it my self. Stroking it is meant to be pleasurable.
What does seem to work, however, is anything else in the anus (wider things), specially whilst masturbating.