carver - normally you need to seal the stain. from what I've gathered from other pipe makers and via pipemakersforum this is usually done with a shellac or other finishing oil.
I personally used a shellac cut with denatured alcohol, at least 50/50 but I tend to use more DNA than shellac so mine is probably more like 30/70. You then need to apply a very thin coat over your finish stain. Let it dry for 24 hours and then start your buffing process.
You can test to see if you are doing it well by warming the pipe up and rubbing it, you don't want any of the stain color to rubb off into your hand or paper towel. Also, you will know if you need to let the pipe sit longer before buffing it you tend to get a lot of buffing fluff sticking to the finish when you are buffing.
There are a hundred ways to finish the pipe and usually everyone finds a technique that works for them. But the above is what I've done with success so far.