Anatomy of a Hedgehog -
THE DIFFERENCE BETWEEN THE SEXES
It is often assumed that large, powerful-looking hedgehogs are male and that smaller, more delicate ones are female. This is not the case.
If your resident hedgehog is co-operative and lets you take a look at its underbelly, sexing it is a straightforward matter.
In adult males, the penis shows as a large projection (similar to dogs) approximately where you would expect the navel to be, about 5cm in front of the base of the tail.
In females, there are two opening close together, near the base of the tail.
Info from "Everything You Want To Know about hedgehogs - Dilys Breese"