When I sharpen with my Lansky, I find it very helpful to find the correct angle first. (Sharpie the blade and then try different angles till you find one that works). After that, I give it (if it's initially sharp, or if I just want to touch the blade up) a couple strokes on each side with the 600 stone, then I knock the burr off and move up to the Fine 1000 grit ceramic. (I think I got the kit with 5 stones, yours may be different).
After five or so strokes on each side, I like to give it a micro bevel on the blade. Do this by switching back to the 600 stone, and give it two (2!) strokes on each side at the 30' angle. Then switch to the fine(st) stone (mine's 1000 ceramic, you may have a different one) and give it three strokes on each side. If there is any burr (may not even feel it), knock it off by stropping the knife on a piece of cardboard or the back of an old legal pad.
That's my sharpening technique. I can almost get a shaving sharp edge on it, but it works for me. I recently sliced through about half of my finger when I accidentally flipped my M21 shut on my finger nail. It's almost grown back now.
BTW: Lansky includes some honing oil in the kit. I generally prefer just keeping my stones wet when I'm using them, but the choice is yours. Water is a bit less messy then oil, imo, but everyone has their preferences.