I agree with Krazy on this one. He may be taking a fatherly role toward the new kitten and cleaning up after her.

And it is typical for cats to sniff each other's anal secretions as a form of greeting and information gathering (things such as gender, age, general health, and suitability for breeding).

My only concern with a new kitten is that if she's a rescue, she may have worms and/or ear mite. With your other cat grooming her, he may be at risk for picking up these parasites, so make sure she is well vetted.

We use Revolution on our cats every six weeks (though they recommend every month--our kitties are strictly indoors). This keeps tapeworm, ear mites, some intestinal parasites and fleas down. You can buy it cheaper at PETSHED.com than at your vet or other on-line stores.