What pads are you using? Try Optimum Hyper Compound if it's that bad, otherwise, just the compound with a orange pad or a true cutting pad if using a PC.
You will get some haze, which can be removed through using a softer pad and polish.
If you're using a PC, then Menzerna may not be the best choice for novice users, or for PC use. It gets the results via rotary, but it CAN be done with a PC with the correct pads and usage as some have had great results with Menzerna and a PC. It's just best to match a polish, pad and tool with the finish and the users experience. I think you will get much better results from polishes that are more directed for a PC.
Regards,
Deanski