New England
If this is really important to you, make sure your fingernails are filed down smooth (not just freshly cut with sharp edges), bring a latex glove and offer to wear it (apply lubricant), and/or assure that you will be gentle (and mean it!).
I am constantly having to remind my friends to be gentle, which of course, they don't seem to like. Either they seem annoyed that I am not letting them go "all at it" or they seem embarrassed that they are not immediately able to do something that I like and they stop. I try to err on the side of being really clear that they don't need to stop, they just need to be gentle, or that I would allow them to, if only they had filed down their fingernails beforehand. I try to use it as a learning opportunity because I feel like many guys have watched too much (bad, inaccurate) porn and don't understand what a woman really enjoys and needs in this regard.
Also, keep in mind that micro-cuts on the fingers (which can not be seen by the human eye but are often present, especially if you do rough things with your hands), are openings through which HIV and Hep C can pass. This is a dangerous activity for the person whose fingers are being inserted, but this is rarely talked about amongst heterosexuals! You can test your fingers for micro-cuts before you have fun with someone by running lemon juice or rubbing alcohol over your fingers. If you have any micro-cuts, you should feel a little burning. It is not very difficult to carry a latex glove with you and use that for this activity. If gloves don't feel sexy to you, there are some nice black ones on the market that up the sexiness factor and don't look/feel as much like a doctor's glove. Of course, hopefully your partner is clean and doesn't have anything to pass to you, but we all know it's better to use caution (or at least be conscious of the risks you are taking).
Sometimes I am tempted to disallow this at all, however, because having someone jam their fingers in so roughly and ram away as hard as they can is not only painful, but a huge turn-off and annoyance. It throws the mood of the whole thing, especially if my friend's response is sour. I am not going to be genuinely geared up for more fun activities after having my insides roughly jostled around. I try not to be rude, but I do try to communicate what is going on to my friends, who I can only imagine must be subjecting girl after girl to this unpleasant experience.
So I guess another tip: if you watch a lot of porn and also like to do this in your personal life, are you sure you know what you're doing and aren't accidentally hurting women who are too polite/etc. to tell you? Maybe read up on a how-to guide online if you're not sure, which are usually much better directives than porn.
Of course, sometimes, when people know what they are doing, it can be an absolute JOY. 
