When I did my rails I cleaned all the grease off with detergent and let them dry. Then I hit them with some steal wool just to make sure I got all the grease. Then came the primer. I did rough sand any imperfections out of the primer. The bedliner goes on thick and fast, so just move quickly and it it with several coats. Sanding the bedliner is very difficult because it is so tough, but it doesn't really need it.
After first it was really rough, but it seems to have toned its left down quite a bit.
It cleans up just fine. Don't expect to spray it off though, your going to have to hit is with a soapy sponge. That's how I do my whole jeep anyhow.