Need Make up Help!! (please?)

Hey guys.  I'm a total noob with make up.  I've only ever used pressed eye shadows from the drug store.  I've never used loose eye shadows or pigments.  I just got my first order from Evil Shades and got so excited that I washed my face in my PJs and started putting it on my eyes.  I read somewhere that you should pat loose shadow.  I kind of patted and dragged and rubbed the brush over my eyelid to  move the colour around.
It was freaking amazing.

Unfortunately I quickly discovers that I got a good amount of that beautiful shadow on my eyeballs.
OUCHIE!
The swelling is going down but my eyeballs are still red.

How do you ladies prevent your shadow from getting in your eyes?  I can't imagine people getting used to that.  I know you have tips!

please help. :(

P.S.  I'll show my Evil Shades goodies this weekend.  I only got a few things but they are super nice! :D