Waxing is a must in snowboarding. Not only does it max out the full performance of the board, it allows your board to stay in much better shape and condition, therefore it will last longer. It all depends on what kind of base you have, some base allows you to go faster while waxed, yet others absorbs the wax more so you don't have to wax too often. You should wax it every 2 to 3 times you go snowboarding, I wax it after every time I go snowboarding, it just makes everything seem....newer. I would suggest you waxing it a day or two before you go up the slopes, but it doesnt matter too much i don't think. And yes, the thing you've been wondering, I was once wondering about that too, and just like everyone else. When you put the iron on your board, it opens up the little pores and particles on your snowboard, and then liquid wax seeks inside the holes. When you leave it 15~20 minutes to dry, the pores cools down and closes up. So the scraping is to get the excess wax off the snowboard, it is not needed (actually slows your board down). Hopefully I've answered your waxing questions.