When thickening a sauce with cornstarch dissolve the cornstarch in a small amount of cool liquid before adding it to the larger amount of warm or hot liquid. Cornstarch does not mix into hot liquids well and is likely to create lumps. When the cornstarch is first added, it will be cloudy. As it thickens the sauce, it will become clear. It should be stirred periodically as it heats and thickens, but too much stirring will thin the sauce.
More cornstarch tips from FoodReference.com.