The violin bow, usually made of horsehair strung up on a piece of wood or carbon fiber, can produce incredibly sustained notes, and all sorts of dynamics in the hands of an experience player. However, for there to be sufficient friction for the bow hair to vibrate the strings, the bow hairs must be coated with rosin, not wax.
Buy one of the many different types of rosin on the market for violin bows. Rosin is made from plants, usually conifers, and varies in color and stickiness. Generally, more expensive rosins are used by professional players, often classical players, and produce a more controlled tone. Rosins are also available in light, amber, and dark versions. Dark rosin works better in colder climates, while light is less sticky and works better in very humid environments. Other rosins are available that are mixed with precious metals to supposedly improve the tone, and rosins for double bass bows are different.
Prime the rosin before applying it to the bow. To prime it, take a pocket knife and make a few slashes across the rosin surface. You can also use sandpaper to rough the surface up.
Tighten the bow by twisting the frog. Once the hair on the bow is tight, slide the bow hair across the rosin surface slowly and evenly from frog to tip. If this is the first time you are applying rosin to the bow, you will need to do this 5 or 10 times.
Test that you have the proper amount on the bow by first touching the bow hair with your fingers; if no rosin comes off the bow hair, you probably need to add more. Consequently, if when you touch the bow to the violin strings rosin powder flies up, you have applied too much.
Keep a cleaning cloth with your violin; rosin build up on the instrument can damage it, so it is a good idea to wipe the instrument clean after every playing session. Clean the instrument surface, the bow stick and the violin strings.
Do not over-rosin the bow. Generally, you will only need to apply rosin every four or five times you play. You should not need to apply rosin every time you play the instrument; if you do, you probably need to take your bow in to a professional and have it re-haired.