Measure it. Make sure you actually got the right size. I didn't. I ordered a 5.5" and realized a year and a half later it's actually the 4". Thank goodness, the 5.5" wouldn't have worked for my personal needs.
Powder it. Use corn starch and just dust it on. Personally, I like to use a makeup brush to apply it. Put the starch into a smaller container and just dip the brush in. Do it over the sink, that'll help it not be so messy. Helps the stickiness a lot.
The STP part is very tricky for some. Took me forever to get the hang of it. Eventually I had the very back of the cup part all the way to my butt and then sort of "clenched" the back of it between my legs. Make sure the front part is open enough so that there's a way for the stream to go. That's what works for me anyways.
Harness bit, well, it's trial and error. Eventually what I've done is I took the Peecock packing brief I had and cut it so it just had the packing bit and sewed on some fabric elastics so it stays in place like a jock strap. It's basically a jock strap but it has more give to it so I can STP. I actually find this REALLY comfortable. You might be able to make one of your own. I'll give more info later if you're interested, it's after 2am right now lol.
