Don't do kegal exercises. I've read/heard too much controversey over them and their negative side effects.
You do them in the stage of total erection and semi erected. It does not increase length, but more of your girth and sexual labido. I do not believe you should be doing these exercises, i've heard numerous times from many people that these exercises cause prostate problems in the future.

If you want enhancement, go with natural herbal enhancement. Doctor prescribed ones. No anti-depressents either.