I was all giddy with excitement a year or so ago when I got my CB. It feels great the first time you put it on, but there is no way you could go straight into long term denial with it out of the box. You need to try it on a few times and try for proper fitting.
I am not sure which model you got, but if it is the CB-3000, I highly suggest the stocking method to get it on, and to have some lube and q-tips nearby to get yourself situated in there.
I still can't wear the CB-3000 for too long (more than a few hours). Not to sound too much like a guy, but perhaps I am too big for it or something. There would also be no point to keeping it on for too long because I can cum in it very easily. I will get as erect as the cage will allow me to and rock it back and forth a bit and it will stimulate me enough to give me a great orgasm (sometimes better than a normal one). So, I am kind of restricted to shorter term denial games... things that stop me from just whipping it out and cumming.
Some things I have done are:
-Locked myself up and dressed up like a sissy (panties, bra, skirt, heels, etc.) with a buttplug in and a vibrator down my panties to stimulate myself. I then did something like clean the dishes and empty the dishwasher or vacuumed the entire house before I earned the right to unlock myself. Humping an uneven washing machine after cleaning is always some fun.
-I would place the key on the floor at the base of a giant dildo. If I wanted the key, I had to pick it up with my mouth while the dildo was also in it. So, I had to deepthroat a giant dildo many times until I could get the key into my mouth. In order to do that, I had to hold the dildo all the way into my throat for a few seconds AND move my lips to try and pick the key up. You then have to remove it slowly or else the key will fall out of your mouth. Every 5 failed attempts, I had to take the dildo in and out of my ass 25 times. If I began to show any signs of gagging, I would have to put it in my ass 50 times. I wasn't allowed to wipe the dildo with anything... so that was a good motivation to keep it in my throat and search for the key.
-I made 2 balls of electrical tape, each of equal size and weight. One had the keys in the center, and the other didn't. I mixed both of them up so I didn't know which contained the key and walked to a local park (about 2 blocks away). The place is normally abandoned, as it was on this day. I put double-faced tape on one of the tape balls and attached it to the bottom of the park bench. I left the park, taking the other one with me. I now didn't know if I had the key or not. I went home and put the chastity belt on and teased myself mercilessly the entire day. I was required to be naked or in sissy clothes at all times. I made myself clean the house and then go through every day of the "cocklock" webteases that are on this site. I then got dressed in sissy clothes, then practiced cocksucking on a dildo, mirroring a 60 minute extreme throatjobs video. If the girl had dick in her throat, so did I. If she had it in her pussy or ass, I had it in my ass. That was pretty humiliating. I was REALLY horny by this point. I showered and made myself milk my prostate for at least 30 minutes, although I ended up doing it for an hour or so. I cleaned myself up and got dressed up in some sissy clothes to sleep in. I turned all of the lights out in my room and watched 60 minutes of femdom porn... not a second more, not a second less. As soon as the 60 minutes was up, I closed my laptop and allowed myself to open the tape ball to see if I had the key or not. Thankfully, I did. I unlocked myself and gave myself a highly needed release. If I hadn't had the key in the tape ball, I was planning on putting my headphones in and loading up a humiliatrix playlist as I slept (their audio files are GREAT teases). Once I woke up, I would have only been allowed to shower using cold water. No hot water at all. I would then get dressed in preparation to retrieve the key. I had to wear a buttplug, panties, bra, boyshorts, etc. I then allowed myself to put on jeans and a white t-shirt over my clothes (bright red bra under it). Other than sneakers, I was not allowed to wear any more than that (no male socks. I actually planned on wearing some with pretty little red bows on them). I was also going to make myself wear some lipsitck. Something that wasn't too apparent, but a little humiliating. I would have then made myself walk to the park, buttplug, chastity device and sissy clothes intact. I would retrieve the key and had to make it all the way home before I was allowed to unlock myself and cum. It was a good plan, because if there was some kind of emergency or extreme discomfort, I could have always made it to the park in a flash to retrieve the key. If that wasn't an option, I could always pick the lock or cut it off. That was a very exhilarating tease. Going all day without knowing if you have the key or not is such a hot tease.
Here is my thread when I first got my device, some good ideas there:
http://www.milovana.com/forum/viewtopic.php?f=1&t=1284
Hope you enjoy the CB!