Multimaster Profile Sanding Kit?

I just got one. They don't give you much for $60; not even instructions.
Getting the sandpaper under the clips is quite a challenge. Any tricks to make it easier? Can you use any sandpaper, or is there something special about it? I once wore through my PC profile sander paper and damaged one of the profiles. Sure don't want to do that here; is some paper more durable than others? When using the concave profile; do you leave some slack and just count on the work to keep it in place, or is there something else?
The PC used adhesive paper; I am hoping this one works better.

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