I just tried that guitar/ass thing with my friend's Jem, cause if Vai does it it must be the real deal. I'm sure that as I inserted it I let out a few harmonic squeals of my own, but they paled in comparison to the squeal my friend let out when he saw his Jem hanging out of my ass.
Cheers for the tip Cid, it's changed the way I play guitar, but now I have to work on my fingering.
Rock on!