From what I've read the process should go like this -
Lightly sand with 180 grit or finer sand paper.
Pella recommends applying a wood conditioner. Think Minwax makes a product.
Apply stain with either a brush or rag. Apply again if needed to achieve the desired color. Think Minwax also makes a product.
Finally, apply three coats of exterior-grade finish, such as a polyurethane finish
Anybody have any pointers