This is a trap that a lot of new users fall into because it seems logical. To an average person, it would indeed seem logical that a fine stone could merely be used to sharpen a blade instead of a coarse one. The logic is that instead of switching between grits, you simply use the fine one to achieve a finer and more polished edge. But, with blades that are dull, you should never simply skip the coarse stone.
What everyone needs to realize is the finer the edge, the longer it will take to achieve a polished edge. With a knife that is really dull, you would be wasting a senseless amount of time. Not only this but you would also overstress the fine stone unnecessarily. In fact, this is the main reason why manufacturers design their models with two-sided grits.