Longhornjok: Gigantikok, you don't have to resort to drag queen accessories. hehe
Here's some info I found:
"Now, here is a topic that is often overlooked, yet pertinent to male costuming. Similar to a jock strap, a men's dance belt is designed for the stage and theatre. A jock strap is meant to hold the male "package" together for safety, while a dance belt composes and masks the natural, asymmetrical "behavior."
A dance belt is a padded undergarment for men, commonly used in ballet. It has a thick, elasticized waist to smooth the abdomen and the back resembles a G-string. On the other hand, a jock strap is a padded pouch (fabric w/ removable plastic cup) with an elasticized waist and two straps that fit around the upper thighs. A dance belt takes getting used to, especially if you do not normally wear formfitting undergarments. However, a dance belt works visual wonders. It also curbs the urge to tug on yourself, like a sweaty baseball player.
To avoid embarrassment and give the wrong impression, wearing a dance belt will smooth out and compose the male genitalia. It will create a 'seamless' silhouette, as well as lift your buttocks. Please wear a dance belt or something similar underneath any unitard or formfitting costume, such as SAIYAN BATTLE UNIFORMS, PLUGSUITS, etc.. It is simply unflattering to see a male cosplayer with his 'block and tackle pokin' out and tellin' time like a sundial.'"
And here is a Capezio site: barryscapezio.com/store/clothing_mens.html
I also know there is an actual items costumer's use called a penis sheath, but you would have to talk to a wardrobe person or tailor about that (no, not the vaginal/penis sheath you found haha).
Good luck!