This is a common problem. I think sometimes we expect to much out of this product. Yes it can give your hair that extra little umf to get through the day. It will refresshen it a day after or two since you shampooed, but it won't absorb a lot of oil and grime.
Best way to use dry shampoo is before ging to bed, spray it through your roots brush lightly and go to bed. This gives the product time to work in and absorb the oils during the night. You can always spray a little more in the morning, using a light hand.
Tip: Dry shampoo makes a great texturerizer for fine hair. Forget spray wax. Try a little dry shampoo instead. For long wavy or beaching curls it works great too.
So don't give up on this great little product but don't expect miracles from it either. Here's a couple of brands that I have liked:
Sexy Hair Big Sexy Hair Volumizing Dry Shampoo, 3.4 Ounce
Kenra Platinum Dry Shampoo, 5-Ounce
Pravana Fresh Volumizing Dry Shampoo, 3.4 oz