What does a butt plug do?

"Butt plugs give a feeling of fullness in the anus with contributes to sexual arousal and an incredibly powerful orgasm for both men and women."

Quoted from http://www.theadulttoyshoppe.com/howtouseabuttplug.htm

And yes, they do work. You don't need it to be big either, a small one is just as good as a large one. Try a rubber plug because they don't flop as you attempt to stick it in and also use lube. It's painful without lube.