Claying is incredibly easy: Spray the area with detailer then slide the clay back and forth over the paint. The clay basically pulls up the dirt and shaves it off. Periodically flatten and fold the clay to expose a clean surface. There's one major caveat: Don't drop the clay! Dropping the clay renders it useless, as it will pick up dirt that can scratch the car. The detailer you'll be spraying on the car makes things slick, and I managed to drop a bar -- good thing the kit comes with an extra bar. Consider spreading out a beach towel beneath the area you're working on.
Mothers California Gold Clay Bar Paint Saving System (compare prices)