Please test your masking fluid on a small piece of your paper before using it as some papers are softer than others.
The problem may be one of the following reasons:
The masking fluid is too old.
Too much water was added to the masking fluid.
The masking fluid was left too long on the paper.
Rubbing it off too vigorously with either your finger or an eraser.
If your paper has a fuzzy texture after removing the masking fluid, try rubbing the paper gently with the back of the spoon to smooth out the paper.
I have also found this pictoral explanation to show you exactly how remove the masking fluid. Here is the link with photos. Try it if you want to, and please let me know if this works for you: http://myfrencheasel.blogspot.com.au/2009/05/best-way-to-remove-masking-fluid.html