If you have trouble with the A-ring (anchors cage behind your balls), AND you are serious about being in chastity:
Get a Prince Albert piercing, stretch it up to 6ga or larger, and get a Lori tube
http://www.chastitytube.com or one of the fine devices from STEELWERKSEXTREME.com.
On the lower end, the CBX folks (who sell the CB-3000/6000 and such) also sell a PA tube device in plastic, the PA-5000, in several tube diameters and with multiple hooks to fit your current gauge size and to secure it on. (The biggest one is still too narrow for my comfort, and my cockflesh flows out the side vents, but it works okay). This one has an integral barrel-lock and is...kinda ugly, and a hideous key no keyholder would find necklace-worthy... except to hide as a key for their bike lock, but it IS light and inexpensive, a sound choice to try out the sleeve concept without a big custom-device investment, and to wear while sizing up the piercing or wasiting for that lovely custom job...
Chinese eBayers are also selling cheap metal tubes...
With any of these, you can forget about the ring behind the balls, yet remain locked up.
WORTH IT!, IMHO.
Good Luck, and have fun!