Apply the stain and wipe off the excess, let it dry the recommended time. Repeat if necessary, though some stain doesn't get that much darker with multiple applications.
Coat it with thin coats of poly.
When prepping the finger board, make sure all the old finish, (if any), is taken off, and don't go any finer than 220 grit before the stain. I learned the hard way that by sanding the bare wood too fine will yield a lighter stain result.