Ditto what Kong just said: I do mine when I am soft, but I quickly develop a chub, usually when I am sitting down to lunch waiting for the food to show up.
I have seen 'official' exercise recommendations that you do it on your back while hard, and once you get used to doing high reps, putting a face cloth over your tool to increase resistance, but I've never taken it to that extreme.
BTW, Kegals are the best thing a man can do for his orgasm... I stated about 5 years ago and I now explode when I launch. The orgasms are much deeper, and I can really feel the juice moving thru the pipes when I cum. They are also great to enhance edging and other cockplay.
Good luck and don't knock the plaster off the walls.