If he drops and allows you to examine the end you will see where the uretha (where the urine comes out of) and skin folds around it. If you gently pull back the skin you will find a pocket surrounding the uretha. The pocket has areas the smegma builds up and creates "beans".
Some horse will allow you to gently clean down in the pocket and allow you to palpate and squeeze beans up from the outside. Some horses have to be sedated for you to mess with it at all. Should be attempted only lots of lube or warm soapy water.
You should wear gloves, use warm water, use sheath cleaner, use a clean sock or wash cloth and be sure to rinse all the soap off.
I found this tounge-in-cheek article that is rather...umm...clean LOL http://www.equusite.com/articles/hea...Cleaning.shtml
Basically you have to learn to not be shy, but do be gentle.