Hmm.
hey man, the trick to slide playing is knowing how to prevent the unneccessary notes or bum sounds from happening... since everybody uses a different finger to hold the slide, and on top of that different materials (brass, aluminium, glass, chrome, ceramics etc), the materials affect you according to what slide sounds you want.
But general practise is to use either the pinky, ring or middle finger to hold the slide, whilst the fore-finger mutes the strings behind the slide, this allows one to mute which ever string you don't wish to sound.
Oh yes, FYI this slide technique is more tricky with low-action set-ups.