Apply the light colour first using the brush and touch up with a latex sponge.
Hint: if the eyes are deep-set, you first add a light colour eye shadow. Then apply a dark colour to the eyebrow arch - not up to the eyebrow - to make it appear to recede.
If you want to draw the eyeliner line further, do this while the eyes are open and do not pull the skin. Let the line run a little upwards from a quarter of the way from the end.