It sounds like you have the dye way too concentrated. The best advice is to get Jimmy Clewes' Turn It Up DVD set.
When you mix up a color in alcohol use about 4 oz alcohol and a few drops of dye (assuming that you are using TransTint). The idea is to tint the wood and not paint it. Add about 25 drops of dye and test it on a piece of wood. If necessary add more dye.Continue until you reach the desired amount of tint, but keep in mind that the darker the stain, the less grain you will see. You can also build up a color by using multiple applications if it is too light.
Start off by sanding the bare wood to at least 400 grit, but no more than 600. Mist he wood with alcohol and then use a lighter to burn off the alcohol. You do not need to burn it off, but the wood needs to be dry before the next step. The grain will be raised, but do not sand it smooth.
Fold up a small piece of paper towel and moisten one corner with dye. Rub it on the wood and continue until you have this color everywhere you want it. Do NOT soak the wood with dye -- it should be almost dry about 20 seconds after application. We are just wanting to color the surface and not penetrate into the wood. Lightly mist with alcohol, burn off the alcohol, and then sand with 400 grit. Where you want to blend colors, sand until the dye feathers to bare wood.
Apply the second color over the first and over the bare areas. If you are not familiar with mixing colors, then practice of scrap pieces to see what the result will look like -- otherwise, you may end up with some drab muddy looking colors. Sand to get the desired degree of blending. If necessary, mist the surface lightly with alcohol, but be forewarned that too much misting can lead to the dye soaking into the wood where blended colors that looked OK on the surface will just look dark when soaked into the wood.
The first two colors should have no more than a medium density. If you want to add any accent colors after this point, use either a bright color such as yellow or a dark color such as purple. Either of those accents should be done sparingly and use them where it would be "natural" to have highlights or dark shadows. Dampen a piece of cloth with alcohol to blend away the harsh edges of the accent colors. Sand smooth up to about 1500 grit. At this point, you can decide whether to lightly mist the surface again with alcohol. If you do, quick flare off the alcohol so that the colors do not mush together and simply become drab.
After it has dried, spray it with a coat of lacquer and sand to remove orange peel and other surface imperfection. The lacquer will make the colors pop. Sand to about 1000 grit. Repeat with several more coats of lacquer. I polish the last couple coats to about 12000 grit Micromesh.