Apply eye base to your lid: Eye base is the secret to keeping your shadow in place for hours. Your eye shadow is likely to end up as a greasy line if you don't prime your lid properly first.
Apply shadow: It's great to use a three-toned shadow and build from lids to brow. Start with a light colour that almost matches your lid. Sweep the colour across the lid and up to your brow bone. Follow with a medium colour across your lid only. Build on this with a darker colour in the crease. Blend the colours well.