I read a post on a different forum by some guy who experimented with using a pen or something; he took painkillers before he started and used an object that was too big and forced it in and predictably he did himself an unpleasant injury and went to A&E with underwear full of blood.
Start small and practice. Make sure the sound you use is perfectly smooth and use a sterile lubricant. The idea is to gradually stretch your urethra over time until the sound goes in with ease, if you try to force it you'll end up rupturing something and you'll be pissing blood. Not nice. If it hurts, stop, back off, try again later. On the plus side, men who do use sounds regularly report the experience as feeling like you are about to shoot your load. Worth the effort? Maybe.
edit* have a look at "penis plugs"