All good advice - Allow me to reiterate:
1) It only SEEMS like it isn't doing anything. Periodically, rub your palm over the surface and feel how slick it is...
2) No need to rub or press down hard - Let the weight of your arm and the claybar do the work. Take your time and enjoy!
3) You can also use a mixture of purified water and a few drops of Dawn detergent (but Mother's doesn't want you to know that

)