Got Him Pegged
If you haven't watched them yet, I urge you to pick up a copy of Bend Over Boyfriend and Bend Over Boyfriend 2 and watch them with yours. They'll give you the how-to tips.
As far as equipment goes, keep reading.
Strap-ons can be hit or miss. They're a little awkward for women to get used to - and trust me, the thrusting is going to confound you a little bit at first. Girl hips weren't made to jack-hammer the same way a guy's are. It's going to require you taking an exploratory, this-may-make-us-giggle-as-we-work-it-out approach to fucking him. I've fucked guys in the ass with a strap-on, fucked girls in the pussy with one, too - and I have to say, most of the time, I prefer the hand-helds! The biggest problem, for me, with a strap-on is not being able to feel what you're doing because the cock isn't attached to you. You can still sense resistance, or lack of, while holding a toy cock in your hand: that sense goes away when it's strapped to your pelvis.
Some people recommend the Feeldoe or other toys like the Nexus, both of which have ends that get inserted into your pussy - thus giving you the ability to feel, with your body, what is going on with him. Not as well as with your hand, but MUCH better than with a traditional strap-on dong. The Nexus definitely needs to be use in concert with a harness, unless you have the strongest Kegels in the world. Many people find that the Feeldoe is capable of being used sans harness, but I didn't have success with that. Used with a harness, and the Stout Feeldoe model (the thickest of them), I had one of the longest orgasms of my life while pegging a cute male friend of mine.
I've tried different types of harnesses: leather, nylon, latex ... some with d-rings, some that buckle, some that tighten & loosen like a backpack strap, and so far, in terms of utility and ease of use, I've liked the nylon one the best. They also have the advantage of not being as expensive as other models, which to me is important when trying a new toy. The first harness bought by and ex girlfriend of mine was leather, and expensive, and ultimately we didn't like how cumbersome it was to get on and off, and to adjust. I suspect over time, with use, the leather will relax - but some people don't want the wait and see with sex toys. They want gratification, now!
So, my suggestion would be, at first, to go with a nylon model like this until you know for sure you both even like the whole pegging experience ... and invest in leather or something more expensive down the road.
Good places to look for strap-ons (and sex toys in general), some of which feature staff and user reviews:
Good Vibrations
Babeland
JT Stockroom
Adam & Eve