First time with clay
Wash the car first
Then dry it off
Use a detail spary (like something from pepboys, might be called like new car shine)
Spary a small section
Then go side to side with the clay bar
Then wipe clean with a clean cloth
Then put wax
Do this all over the car. I have never used it on windshields. Best way to remove crap from the windshield is with a piece of steel wool. Will not hurt your windshield in any way. When the clay bar gets dirty, just remold it to a clean section. You can use them for a long time. And it doesnt matter if you already have wax on the car or not, cause your washing it first. I do this all summer long, so I know a thing or two about detailing cars.

