If you're going from CD one you'll use the Paraliminals as they come up. They are seated in the course as a next step.
The meditations I suggest you leave till you've done the rest of the course. Since there is a lot that needs to be done at each point initially it becomes overwhelming to add the meditations.
The Feeling Exercise is covered in the prelude CDs. You cannot go wrong listening to the Prelude a few times even before continuing with the rest of the course.
Alex