Two things to suggest. Park it in the shade, and don't drop the clay bar. Ok, your going to drop the clay bar, but make sure you clean it off before you start again.
It's very simple to use. Wet a small area and work it back and forth just like you were wet sanding. Wipe the area with a clean soft cloth, and check your work. If it is clean, move over a little and repeat.
Like Bill72BB said it will need a good washing when you are done followed by a coat of wax. The clay bar strips "everything" off including the wax....
