Windblade,
Avocet is right, I always mix my KY with water to make it extra slick. Have a bowl of warm water near by, and after applying the KY, dip your fingers in the water and wet the KY on your cock and then enter the tube. That should take care of your problem.
When exiting the tube to jelq or massage, you don’t have to apply any more KY, just dip your fingers in the water and that will make the KY on your cock slick as hell.
Using the water will really cut down on the amount of KY you have to use. To save more money, use the generic Target or Wal Mart brands of water based lube. Less then half the cost of KY.