You need a plug shaped like a cone with a narrow waist just before the flange.
You will need to ease it in until your sphincter muscle grips the narrow waist and it cannot move further in or out.

You may then require the next size up, there are variations in the size of all human parts. If your hole is naturally loose you'll need a thicker plug.

Keep the smaller plug (after thorough cleaning) you may find a friend who wants his tight hole loosened a little.

That depends on its shape. It's gonna fall out if it doesn't have a narrowing at its base so your anus can wrap around it. If it's just one continuous shape top to bottom it's gonna slide out.