Don't be scared. It's important that you breathe and relax as much as possible, because our sensitive butts often don't like the nozzle of the enemas and not relaxing into it will just make that worse. But remember that what comes out of your butt (when your colon is acting normal) is WAY wider than the nozzle of an enema. That little nozzle can't hurt you, so don't let it scare you.
The enemas come with a little lube on the nozzle, but you can get more if you feel the need (like KY Jelly. You won't need much). Lie on your left side and slowly guide the nozzle into your butt. If it hurts, back off a little. When the nozzle is inserted, slowly squeeze the bottle so that the enema enters your rectum.
These are intended to be retained. It's an odd feeling to begin with but not particularly unpleasant. Lie still for a little while to let the fluid kind of settle down.
Then breathe a nice sigh of relief. The longer you can retain it, the more good it does you and you're likely to see immediate benefits.