As with any anal toy, you want to make sure that you use plenty of lube. You can insert the anal beads slowly during foreplay. If you want to intensify orgasms, then when the person wearing the anal beads climaxes, begin to pull out the beads one at a time. The thing to keep in mind about anal beads is that they often graduate in size. That's the main difference in the sensation...with a butt plug, it's often just one size and you pull it out. With anal beads, the beads are often different sizes and the sensation differs because you are pulling them out one by one.
Since you've never used anal beads before, I would recommend that you look for smaller ones that are made of silicone. Make sure that they are flexible, but not too flexible. Some even come with built in vibrators.