You need something that will act as a lubricant. Zaino says to mix a cap of their soap with a spray bottle of water.
When you buy a Meguiars or Mothers clay bar, it comes with a bottle of their "quick detailer". It is more expensive than the soap, so I go with soap. I would imagine any car wash soap mixed in a spray bottle with water will do fine.
Its about time you got around to doing that!