I use a KME knife sharpener to do my broadheads. I originally got stones with the kit. I was not able to make them work well (I am very sharpening challenged), so I tried the diamond stones from my GATCO sharpener (very similar to a Lansky). That was the ticket for me, and now I get my broadheads really sharp.
What was mentioned above about the coarse stone was correct also! I got a 100grit diamond stone from KME, and it is always first on heads I have never sharpened before, to get the angle right.
Bisch