The vaseline is use to lubricate your finger (with a glove on) so it enters the anus smothly (that's how my vet show me).
The glands should be right next to the anus on the left and right side of it. They feel like small peas, when they are full you will definitely feel them.
So you have your glove lubricated with the vaseline on. your baby should not be facing you (work on him/her on the side) because the stuff can shoot out, like doctorcathy said. insert your index finger in a slow motion so the anus expands. once in (up to the nuckle should be enough) with your thumb you can locate the gland, try to find the top or beginning of the gland so you can squeeze it down (be gentle). when you squeeze down brown stuff should come out and the smell is too great.
I'm right handed so I insert my right index finger and my right tumb is outside at the beginning of the right gland to express. for the left gland I insert my right tumb and my right index finger in outside.
When you are done just wash your baby's behind. I usually do this procedure before baths on sunday.
The first time I did this I wasn't too confortable, I was kind of afraid, but just be gentle, once your fingers are in there you will know what to do.
I hope it makes sense for you. I tried to be as specific as possible.