What do you mean not sanding easily....if it's coming away in little lumpy bits then it hasn't gone off properly.
Try leaving it for longer (obvious I know!) or applying it in thiner layers. I know it is tempting to slap it on and speed up the process but it doesnt help in the long run!
With the sandpaper you continually need to give it a good bang (like old school chalk board wipers) and make sure you are using a block of some sort else you'll get low spots where your fingers have been.
Best to start with 80 grit and make sure it is decent stuff....I've brought cheap rolls from a DIY store before now and they just fall apart after a few rubs. A decent motor dealer will sell good stuff in single sheets.
Hope this helps and good luck
Oh yeah and try the paintwork (or sumit like that) section...lots of good stuff there
