As the anus has no natural lubrication, you should always use a commercial lubricant when using a probe anally. This will improve stimulation and make the experience feel more comfortable. To minimize the spread of infections, you should not move the probe between the anus and the vagina without thorough cleaning. As with all sex toys, probes should also be cleaned thoroughly after use.
In addition, you should read the instructions that come with your probe carefully and only use it as directed.