How do I put on pressed powder so it doesn't look very powdery?

The best way to do this is to use a base underneath your foundation. A base is usually applied over moisturizer and gives a smooth to the touch finish on the skin. It also helps the foundation to last longer and keep from creasing. MAC Cosmetics has a base called MAC Prep + Prime Skin Base Visage which is a bit pricey, but works very well. After applying a base, I would recommend using a Kabuki brush to apply the powder. The Kabuki brush sort of sweeps a thin layer of the powder on instead of "smacking" it onto your face. Hope this helps.