Tips on using Laura Mercier Loose Setting Powder?

I recently saved up for and bought myself a jar of the cult classic Laura Mercier loose setting powder. I am quite tan and have normal skin, but every time I use the setting powder, it ends up looking pretty white on my face. I'm quite disappointed as the reason I even went after this in the first place was because I wanted to look more natural and use it just to set my concealer.

I've tried using a fuzzy powder puff and a fluffy brush for it, but both times leave a white finish on my face. Does anyone have any tips?