From the Bay Area Reporter:
San Francisco’s Department of Public Health is launching the nation’s first social marketing campaign aimed at educating gay and bisexual men how to use female condoms during anal sex. It is a departure from the official stance of the federal Food and Drug Administration, which for nearly two decades has declined to promote the use of the female condom in such a manner.
You can also see an instructional video on how to use a female condom (for anal sex) on Youtube.