make sure the car is clean... do it just after washing it, Keep the surface well lubricated... Zaino recomend just using a very water downed shampoo liquid.
If you havent got it yet, go get the Meguires one,, it may be a bit over kill, but it comes with a spray lubricant that works very well...and one of the best quality clays ive ever used... the Zaino bars have gone very downhill, the claybar falls apart before youve finished the car.
Spray the lubricant onto the paint, and hold the clay bar against the paint in the palm of your hand.. or with your fingers just rub the clay backwards and forwards over the surface, you can feel the roughness... it will gradually become smoother, and you can move onto another panel... best idea is to just do one panel at the time.. like the hood, or the roof..
Keep turning the clay bar and dont put it down what ever you do, if you drop it... chuck it away..
Then just use a decent quality polish.
They are well worth the money.
Rob