I quickly glanced at the instructions when I bought the stuff. So you heat up the gloves before applying or you heat up before applying and during application? I am guess the heat is to open up the pores and increase penetration.
I do both, before and during. I don't know that I'm necessarily doing it right, but that's what I used to do with leather hiking boots. It's also the process that I used with some leather work gloves that I used last season (for work, not skiing) and it seemed to work well.