complete relax

Read the Aneros WIKI.

There are many ways you can relax, but the most important is to focus on your breathing. Try deep breaths from your abdomen.

Your atmosphere is also important. You should be in a place that is comfortable and distraction free.

I relaxed so much last night that when I started to use my Eupho I fell asleep! LOL
I use a great website that allows me to set five different relaxation sounds, such as thunder, fire, babbling creek, heartbeat, etc... Then I played some Enya in the background. I kept the volume of this somewhat quiet, but loud enough that it helped me to relax.
After that, while I laid in bed, I went through a series of tensing and relaxing my muscles so that at the end I was more attuned to where my stress was and what I could do to ease my tenseness. I started by curling my toes tense as I breathed in. While I was breathing in, I imagined a blue, green, and white light entering my nostrils and pouring into my body. After my breath was taken fully in, I relaxed my tense toes and breathed out. While I breathed out I imagined a red and yellow light leaving my body. The image of blue and green coming in signifies the peace and relaxation I'm taking into my body. The red and yellow going out is the stress and tension I'm releasing from my body. It may seem counter-intuitive to imagine relaxation coming in as I'm tensing my muscle, but inhaling also creates energy and exhaling creates relaxation. As @CT says, deep breaths from the abdomen help. I make sure that I breathe out just a little longer than I breathe in. I want to make the connection that I am consciously relaxing my body through these actions. After I do this with my toes, I repeat with my calves, thighs, pelvic muscles, abdomen, back muscles, shoulders, arms, neck, and facial muscles. This does take a fair bit of time, but when I did this last night I could tell when I started my toes that all the tension was in my back and shoulders. When I finished with my back and shoulders, I was much more at ease and ready for a good session. Also, having focused my mind on relaxing and what I was doing with my body, I was better able to eliminate the daily stress from my mind.
I hope this little technique can help you and give you a good place to start.

I relaxed so much last night that when I started to use my Eupho I fell asleep! LOL
It's a common problem. It happens to me, especially if I'm trying a -less session. For me what works best is a quiet room, darkened or with subdued lighting, and no distractions.

tricks i use are: - deep breathing
- feeling like my body is warm, heavy and melting into the bed
- imagining somebody is giving me a slow, gentle, erotic massage intended to get my body relaxed
- letting my pelvic floor relax. imagine that my hole is relaxing and opening and my perineum and penis are just letting go.

All of the suggestions are really good. I like darwin's imagery. I have found that certain kinds of music helps quiet mind noise which seems to be my greatest distractor.

Xileh

I have a trick that has worked for me, but of course your mileage may vary. I have found that I harbor a certain anxiety about loss of control of bodily functions, and I have found myself holding on to the aneros for fear that it could fall out. It's not a panicky thing, but the feeling is there nonetheless. I have been able to achieve significant relaxation by honestly, truly, telling myself that I don't care if it falls out, and for that matter allowing myself to think that I might actually wet myself as well. Guess what: neither has ever happened! Your body knows what it's doing, and yet the mind feels as if it needs to be in control. Getting my mind to disengage and trust that the body will do the right thing has served as a pathway to many, many wonderful sessions for me. Music, breathing, atmosphere, etc. are also very important, all of them means to allowing your mind to relinquish control.

@helix44 Have you tried sleeping with your aneros? This might show your brain that there is nothing to worry about.If your using a helix it would never come out and if you are like me you can not pee unless you take the aneros out. Although this makes perfet sense to all of us your brain may not believe it unless you prove it.
Just a thought.