The prostate gland is located above the testes and penis, further back in your body
This is taken from wikipedia.org:
Stimulation of the prostate gland in males has been compared to stimulation of the GrÃ¤fenberg spot (G-spot) in females in that prostate stimulation can result in a more powerful orgasm. Stimulation of the prostate gland can be accomplished through anal sex and anal masturbation. Putting pressure on the perineum may also stimulate the prostate. Pegging, where a woman penetrates a man with a strap-on dildo, also provides intense prostate stimulation for most men.
A separate practice, prostate massage or prostate milking refers to massage of the prostate either for clinical purposes, or more commonly as part of erotic sexual denial, associated with BDSM and orgasm denial.
Electroejaculation is a procedure in which nerves are stimulated via an electric probe, which is inserted into the rectum adjacent to the prostate.