C.C.
I used to work at the Sephora corporate office and had the good fortune to sit next to the guy who was the director of training for all the stores. Here is what he taught me to do, and it works great.
First, buy a Shu Uemura eyelash curler. It's the best one, hands down. I think it costs around $15-20 and lasts forever.
When you curl your eyelashes, start close to your eyelid (but not so close that it pulls on your eyelid). Squeeze the curler for just a second and then release. Repeat this halfway down your eyelash, and then once more close to the tip of your eyelash. This way the entire eyelash is curled.
Then, use Maybelline Great Lash mascara with the curved wand. Start close to your eyelid and wiggle the wand back and forth as you go from lid to tip of the lash. (The wiggle will coat your eyelash all the way around.) Note: there is no reason on earth to buy expensive mascara - every makeup artist I've ever seen for runway or photo shoots uses Great Lash.
If you are going to do a second coat of mascara, do it while the first coat is still wet, otherwise it will clump. You probably only need the second coat on the upper lashes, toward the outside of the eye.
Don't use the curler when you've already put mascara on. As you have seen, it sticks and can even pull the eyelashes out.
I hope that helps! I have used this method for more than 10 years now and it works fantastically well.