Prostate massage explained: http://www.whitelotuseast.com/SacredSpotMassage.htm
The above page does a good job of explaining what you're really doing with the Aneros. Interestingly, the illustrations taught me that the prostate is about 2-3 inches inside me and that depth corresponds (I measured, LOL) to the ridged part of the Aneros MGX I have.
If you can twist your hand, it seems you should be able to do the massage yourself. I mean, it seems to be physically possible, but might not be at all comfortable. The Aneros makes the whole process a lot more comfortable, IMHO.