Put in the liquid first, then a yogurt or a binder, and then frozen fruit third. If you put the frozen fruit in the blender first, it doesn't move. It just sits there. If you use ice, add it when you add the liquid. Most of the time, it's better to freeze your fruit.
Frozen fruit creates that milkshake texture.
But that's not the only reason smoothie fruit drinks are so popular. They're good for students, for the gym rat, for meal replacement, for late-night snack attacks. They're also quick and convenient. You only need a knife and a blender. It's a pretty amazing phenomenon.