Hi kodi Welcome to penturning.
Here is a link to a couple of videos I watched when I started.
http://www.youtube.com/watch?v=orcgOf4siqc
http://www.youtube.com/watch?v=9nXSaGOHMK8
http://www.youtube.com/user/grub32#p/u/6/p9X_XG9lkig
This video got me started with the CA but I have done a little of my own experimenting. Heres what I do.
1) Sand blank to 600 with sandpaper.
2) Wipe off with a paper towel.
3) For an applicator I use a blue shop towel cut in quarters then fold one quarter 4 times to get a strip. I run my lathe at about 1/2 speed (1800 RPM)
4) Apply 1 drop of Boiled Linseed Oil (BLO) it seems to work as a lubricant to keep the towel from sticking. The one drop is critical.
5) Apply 2 drops of Medium CA over the drop of BLO ensureing it is completely covered.
6) Apply this to the blank as demonstrated in the video. Do not let it get to hot. I have found that with my method you only need to apply until fingers are getting warm. It is not important to get a super shine yet.
7) Repeat this until you have at least 6 coats.
8) Use wet micro mesh (MM) pads and wet sand all the way to 12000. I have a little plastic dish of water I keep them in and put on the lathe under the pen. You only need to touch the MM to the blank for a couple of seconds. You are more polishing at this point.
9) Once you have gone through all the MM pads. Wipe everything off with a paper towel to ensure it is dry.
10) Polish using a plastic polish (I am using Hut Ultra Gloss). Apply using a soft paper towel. You will notice the towel turn black. Change positions on the cloth until it doesn't get black. I do this at least twice.
11) I then give a final buff using a 100% cotton pad. I use the cotton pads that women get for removing makeup.
This process has given me my highest gloss yet.
They are great to get you on the road. Keep in mind there are as many ways to apply this finish as there are pen turners. Take different ideas and play with them until you find one you like. I'm still working on my finishes.
Good Luck
Darrin