The thing about plugging is that it bypasses the acids in your stomach which can break down some of the MDMA before it is absorbed into your bloodstream. This means that the effects are more intense than taking it orally. That is why people plug.
You can usually get empty gelcaps from your local health food store. If you don't want to do that, then you can get some sort of herbal supplement that comes in gel caps. Empty out whatever was in the cap in the first place, crush up the ecstasy pill if it is a tablet (if it is loose molly, you won't have to crush it up, because it is already in powder form). Fill the gel cap with the MDMA, and just insert it into your anus about two inches deep (or to your second knuckle). Using a little bit of water based lubricant like Astroglide or KY makes the insertion easier. If that is not available, you can use saliva. Make sure you have evacuated your bowels before you plug, because feces in the rectum can inhibit absorption.
Once the gel cap dissolves, you may feel a little discomfort in your rectum and you may feel like you need to defecate. Resist the urge. If you poop as soon as you start to feel a little discomfort, you will expel most of the MDMA and it will have been wasted. Don't plug and poop. The discomfort subsides in just a few minutes, so just wait it out and you'll be fine.
I like using this method because the drug kicks in faster, it is more intense, and it lasts just as long as if you take it orally. Some people like to snort it because it hits faster and stronger, but if you snort it, it decreases the duration of the experience, plus it is even more uncomfortable in your sinuses than it is in your anus. If you want a stronger experience that kicks in faster, plugging is the way to go, not snorting.