Of course it doesn't do it by itself. Cleanse the skin first, scruff it once a week or so (that's bloke for "exfoliate"), apply small amount of oil to help blade glide. Spread over skin, apply foam - preferably a decent shaving preparation that comes in a tub and has more natural ingredients than chemicals in case of allergies. Use a double headed safety razor rather than something that proudly claims it's about to drag about five naked blades over your skin (are you nuts???), be careful of the angle and apply next to no pressure, aim to reduce rather than eliminate hair, shave. Lather again, shave, rinse in cold water to close pores back up. Dry, mousturise and don't put any scent onto the skin that's still going to be a bit raw - back of the neck and top of the chest will make you smell just as good and you won't get shaving rash.
Bluebeards is a good brand and so is Coates for the soap; these are really good stocking fillers for men who like a good shave. My scent of choice for the moment is Jo Malone Lime, Basil and Mandarin but beware, it's not cheap - if I hadn't been travelling and able to buy duty free I'd have been shelling out £70 a bottle. Unusually I'd say this one's probably worth it.
Oh, and don't forget the competition - details here, nominate your all-time worst Christmas tune and be in with a chance of a prize worth over ten quid. Literally.