You should check on the website - they have a video there of how to do it. Also, if you follow the directions on the can (or website) the product works fine. Also, you could call 1-800-379-POLO - RL Tech Service - they could have walked you through the procedure.I have used River Rock and Suede myself many times over the years and haven't had a problem.
As for going on the wall by itself - if you had used a RL broadwall product (regular paint) you would have experienced nearly that. Technique paints however are different. You should try Behr Venetian Plaster sometime - beautiful finish - but what a lot of work.
Most people that are unhappy with these types of products didn't bother to investigate what is involved in their application, their drawbacks,and limitations.