I think getting a prostrate massager really helps. My current boyfriend and I have been training our prostrates for over 3 months with a prostrate massager. We have very strong anal orgasms now, and it feels mucking afazing.
In the beginning of anal play, start by getting into the mood. What works for me is that I wear the prostrate massager while I fuck him. And what works for him is to wear it, while he has his legs lifted up and while he's sucking me. I guess the angle just hits his prostrate better.
It's beautiful, you gotta try it.