To supplement the advice Bill's already given you will want to keep re-kneading the claybar to keep a clean section on the paint. #34 Final Inspection aka Quick Detailer is the best spray lube medium. Before you get started you may want to cut the claybar in two and ziplock both pieces. That way if you drop one piece all the clay isn't ruined. (if dropped, discard post haste) You will not want to use a ton of pressure with the clay, its stick factor is what gets most of the cleaning done.

Hope this helps...Lee