I bought that stuff too and also found it impossibly messy! I would either try and pull it off when it wasn't set enough, or left it too long and it was too hard to pull off (now that hurts like hell!).

I would recommend the pre-waxed strips if you're going to do waxing. They're much easier (and less messy). I have a cupboard full of waxing stuff because I buy the stuff because I can't justify spending $80 on a wax each month. Then I only to do half my calf and give up because it is too much of a PIA. Then I go shave

GL!