The first step in caulking is to buy a good caulking gun. You don't have to buy the most expensive one, but use ratchets instead of friction. Try to use cards long enough to break the seal on any type of caulking tube.

When you lay the caulking bead, try to push the caulking into the gap instead of dragging it onto the gap. This greatly increases the possibility that the sealant will adhere to both surfaces, as it will press the sealant into the gap without pulling it in.