nah, really xtwoonamatchx is right.
you'd need to use a <real> clay bar (i.e. Mother's or Meguiars are decently priced), not a "clay bar" wax. the roughness as he mentioned is impurities and super fine crap stuck into the pores of the paint itself. using a clay bar with either the included spray wax (or some people even prefer filtered water) as a lubricant will shear off and extract said crap from the paint. one can then look and see dirt that wasn't visible to the naked eye as it collects on the clay bar. after doing a clay bar treatment, the paint is "bare" and clean and should feel smooth and glassy. then you may use your choice of wax and/or polish to protect the paint.
if the paint surface still (very unlikely, but possible) doesn't show an improvement in smoothness, i'd try a second pass of the clay bar before resorting to anything aggressive. if, finally the second pass doesn't work, i'd use a polishing compound by hand, to remove the rough spots. but, keep in mind that the compound will remove some of the clearcoat/paint as well as whatever crap is making the surface rough.
sure, it's frustrating and it sucks to put out another $20 (i was able to get a 2 bar kit for $14 on sale, and everything's more expensive here) after buying some stuff that you thought would work. but i'd say that it's worth a try rather and is far cheaper than having to repaint the car.
