Q: I looked on an adult toy web site and I don't understand the purpose of a butt plug. Why would someone want to plug their butt?
Well, first off, for the most part people who use butt plugs aren't actually trying to plug their butts. (Unless, of course, there's some kind of kinky Dom-sub bowel control game going on … but let's forget about that idea for now, and get down to basics.)
There are a hell of a lot of nerve endings in and around the human anus, which can feel really good when rubbed on. For men, there's the added bonus of the prostate gland located along the forward wall of the rectum, right where it can be stimulated by anal penetration. For those who can let go of society's taboos surrounding their posterior orifice, putting things in one's butt can be very pleasurable. And that brings us to butt plugs.
Dildos are fine and dandy for anal stimulation, unless you want to take your hands off the toy and do something else for a while, such as receiving or giving oral sex, having vaginal sex, or what have you. Dildos tend to slip out, sometimes quite suddenly, when the anal sphincter contracts (as it does when you have an orgasm)*. Even worse, dildos without flared bases can slip all the way in to the rectum, sometimes requiring medical assistance for removal. (If you don't want to use a butt plug, always buy dildos with flared bases, often advertised as "harness compatible", for anal play. Or use other specialty anal toys designed for easy removal.)
Butt plugs are shaped with a flared base, narrow neck, and large "head", so they can't slip all the way into the rectum, and can also be held in place by the sphincter muscle to prevent sudden ejection. They allow users to enjoy "hands free" anal stimulation while they're enjoying other sexual (or non-sexual) activities.
*Bad Idea: Using a dildo anally while having missionary position vaginal sex. Butt plugs, on the other hand, will not eject suddenly, and strike your male partner with great force in the scrotum when you have an orgasm.