It takes a bit of getting used too, but after a while it becomes easier.
The trick is to have a container with warm soapy water and a damp cloth, when you go along the skirtings say, start of about 10 inches (till you get the hang of it), then dip your finger in the warm soapy water, then gently smooth it along, this gives it a nice smooth finish, and stops the filler sticking to your fingers. if you get any on the facing side of the wood, then get your cloth and gently wipe off.
If you have had your tube lying around for a while, or its slow in coming out, or its coming out a bit lumpy, then place the tube in very hot water for approx 2 mins, this softens up the filler, and makes it come out of the tube smoother and easier.