I now have completed my 6th session, and so I am pretty new at this. Each session so far has lasted roughly 1-2 hours. I have felt close to nothing the last 5 times. This last time, I didn't feel anything while the massager was inserted, but I think I'm starting to see what people mean when they speak of not 'clenching tightly' or trying to avoid vigorously massage the prostate.
I tried my absolute best not to expect anything, and relax… I can honestly say that although the first 2-3 times this was definately not achieved, during the last session, I was extremely relaxed. I also noticed how the aneros started to move (for the first time) in a fluid motion with my breathing, in and out without really forcing or flexing much. Not really sure whether my prostate is being massaged, since I don't know what it feels like.
I do believe that with patience, it will eventually come… after all, it took me at least a couple of years to reliably find my girlfriend's g-spot. Granted that I don't own her equipment, but I suppose there was some 'rewiring' that she had to go through as I am hopefully about to do (but that discussion is for another forum).