Be liberal with the cove adhesive, plenty is needed (especially if your coving is plaster based [plaster gives better results IMHO]). Excess can be wiped off with a damp cloth and reused later. Don't worry about small blobs over the surface; once dry a find sand paper will allow you to get it smooth and ready for a base coat.
Get yourself a cove angle template too for perfect corners (unless your walls are out!) and a plaster-saw.
Less joins = less hassle, so the longer the lengths the better. Wickes supply a wider range than Homebase, B&Q et al.
If possible get a friend to help support the lengths as you raise them, and be sure to push them all the way upwards and towards the wall.
Hope this helps,
Gav