bro, its like anything else, the more u do it the better you'll get at it......
like wes said, just focus on contracting the delts and really working that mind to muscle connection ( which sometimes will take years to build )
also, dont try to use too much weight, thats a mistake a lot of guys make, and with side laterals u dont need much weight at all, u want the side delts doin all the work and thats a relatively small muscle, once the weight goes up, your going to start bringing in other muscles to assist u w/the lift, which is what u dont want.