If you're working with rough saw lumber, the first thing you need to do is sand it down. Once it's smooth, you can then move on to staining it. The best way to stain rough saw lumber is by using a brush. Dip your brush into the stain and then apply it evenly to the wood. If you want a darker color, you can always add another coat of stain. Let the stain dry completely before moving on to the next project.