Anal beads are a wonderfully fun toy for those that are interested in anal sex and other such anal pleasures. Anal beads consist of a number of plastic beads (I believe you can also find glass ones, but really who wants glass in their bum) on a nylon string. The string is knotted every couple of inches so that the beads stay separated. Following the beads is several inches of string. I'm assuming this is a safety measure to help keep people from losing beads in their bums and having to make a rather embarassing trip to the ER. At the end of the string of beads there is a plastic ring to aid in the pulling out process. The beads come in varying sizes as well. It's advisable to start with the smaller ones and work your way up. Here are the instructions that came with a set of anal beads that I received for Valentine's Day:

Lightly lubricate beads or anus. Insert beads. At moment of climax, pull beads out slowly with the ring. Correct withdrawal speed will be found with experience. Beads should be washed after use.

Of course as with all other sexual acts, you and your partner will find when and how you like to use your anal beads. Be creative, practice good hygiene and most importantly have fun.