what brand are you using?
are you trying to just blend it in with the skin, or are you having trouble making it not smudge all over? is it really clumpy?
If you are having trouble just blending it in with the skin, DONT USE YOUR FINGERS. use a makeup sponge to apply it and blend well with the skin so its not really clumpy. You can usually get them at target for cheap.
sorry, thats really the only help I can give.