Totally depends why you're peeing all over yourself. Could be that you position it wrong, could be that you're simply voiding too fast so the cup fills up and overflows. Try pacing the flow a bit, stopping mid-stream to make sure the cup doesn't overflow. Make sure you know where the pee comes out of your body and position the cup right. Try spreading your legs a bit so there's more room for the cup. Remember the shaft can't be in a natural position while peeing because then the pee would need to go against gravity; the shaft needs to be a bit lower. Try shaving/trimming the area, that makes a difference for me.
I don't have experience with the one you have, but above tips are fairly universal, I think. Good luck!