First off you don't need to scrub the body work with it, just a bit of light pressure. Lightly mist the panel then slide the clay bar across repeatedly until the surface feels smooth. Car should obviously be clean before using the clay and you will have to give the car another wash afterwards as it will leave deposits behind but the paint will/should feel silky smooth afterwards.
IMPORTANT: If you drop it, bin it!!!!!!!! It is therefore useful to split the clay bar into several smaller pieces incase this happens. The clay bar should also feel soft'ish, leave half in the garage and half in the house for an hour or so and you'll see the difference temperature makes to it!! I tend to warm it for a while first, but this can make it quite sticky so I put it on a bit of paper or something disposable (I left it on a dashbord in the sun while I cleaned the rest of the car once...) Also if you have split the bar into several bits then you can be warming one bit while you are using the other, then change etc. Finally for storage keep it in an airtight container as they dry out, I use a sandwich bag.