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Scenarios involving psychological bondage are a great way to begin exploring dominance and submission in a limited, relatively non-threatening context. They're a great way to experiment without the kind of intimidation that some people can feel when confronted with being tied down.
Getting things going
Start off by telling your partner that he or she will do exactly as you say, and that absolutely no deviation from your commands is permitted. Undress your partner and have him or her lie down with arms overhead and eyes closed. Instruct your partner not to move, squirm, or open his or her eyes no matter what.
Your task is to provide stimulation of various sorts which your partner is absolutely forbidden to try to escape from. Run your fingernails lightly up and down your partner's body, paying close attention to sensitive areas that normally don't get a lot of touch, such as the undersides of the arms, thighs, face, and so forth. Take your time, and be alert for any movement on the part of your partner--you're creating a psychological environment where he or she becomes restrained just by your force of will. Should you see any sign of motion, tell your partner very sternly that he or she is breaking the rules, followed up by a quick nipple twist or slap to the inner thigh for emphasis.
When your partner starts getting into the right frame of mind, make things a bit more challenging. Touch your partner's body with an ice cube in various places--sides, feet, arms, chest, belly, thighs, hands--in rapid and unpredictable succession. Keep reinforcing the "no moving" order; respond instantly to any movement or wriggling on your partner's part, and tell your partner sternly not to move. Begin running the ice cube along your partner's body, leaving it in contact for longer and longer periods of time.
After a while, your partner will start to become accustomed to the sensation; at that point, it's time to start changing things. Without warning, switch from the ice cube to a sharper, more pointed sensation; you can use a bamboo skewer, or make a vampire glove as described here, or use a Wartenberg wheel. The contrast between the ice (which your partner is expecting) and a very different kind of sensation (which your partner isn't) should make for a good surprise.
If your partner jumps, that's your cue to get more serious about making sure he or she stays still. Give a sharp slap on the inner thigh and a very stern "stay still!", then repeat the poking and prickling. Should your partner protest, command him or her to remain quiet as well. If you like, punishing disobedience by attaching clamps to various sensitive bits can be effective too.
Keep varying the stimulation in unpredictable ways; you can use the sensation play section for ideas. The objective here is to get your partner into a psychological frame of mind were he or she will feel compelled to remain still no matter what you do.
Carrot and stick
When your partner reaches the point where he or she is getting into the right frame of mind, then you can start demonstrating your soft side as well. Mix the sensations with sexual stimulation as well, using a vibrator, fingers, or whatever else you like; rub, fondle, and caress your partner sexually between pokes and prods and ice cubes. Explain that compliance is rewarded with pleasure as you stroke and caress your partner sexually. The more still he or she remains, the more pleasure you can offer; the more he or she moves, the more you can poke, pinch, and twist.
Take your time; explore a wide range of different sensations, mixed liberally with sexual touching and fondling. As your partner becomes more aroused, you can increase the intensity of both the sensation play and the stimulation. By conditioning your partner with a combination of quick punishment for moving and sexual stimulation for remaining still, you can create a psychological restraint as effective as physical bondage.
What you'll need
You can explore psychological bondage without any special props or gadgets at all. A couple of ice cubes, some bamboo skewers or thumbtacks, your fingernails, and a bit of creativity are really all you need.
If you'd like to have some things on hand which can help, though, here are a few suggestions you might find handy. These aren't used for psychological bondage itself, but rather for sensation, or as ways to prompt your partner to do as you say: