If you are using dummies- round the edges just a little with a small rolling pin, as they can tear your fondant-
Coat the dummy with shortening- not too much. roll fondant out pretty thin- maybe- 1/8th of an inch if you can. When using a dummy to practice- they have a tendency to move around alot, try taping it down to a cake board or use the shelf line to help hold it in place.
I never fail to poke my fondant- ugh! so frustrating- weather its my finger or the smoother- It all takes so much more practice then you can imagine- just keep rolling, and applying- eventually you will get a feel for it,
Since you are using a dummy- you can get some vinyl from the fabric store (similiar to the food safe "The Mat" from Sweetwise)-- coat that with shortening as well, -- ooh boy- what a difference it makes!
The store bought (Wilton) does have a very different texture then say, Satin Ice, but with a 50% coupon and being able to grab it locally, its a good way to start- on real cakes- I suggest taste testing as well as texture testing other brands.
Practice makes perfect, don't be so hard on yourself- I am learning on my own as well, and that poses it's own challenges-
May I suggest Sharon Zambito's Instructional DVD's (SugarEdProductions)-- they range from the basic to advanced techniques- one of the best series of tutorials out there- you will see many mention them- --