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ChasnotRobert
Coarse stones are obviously faster but potentially easier to do damage to an edge (and if you know what you're doing, easier to put it right)
I'd say stick to fine until you're confident, you'll not remove so much metal, and you'll get the same edge just a bit more slowly.
I'd actually recommend a finer stone, get one a few thousand grit finer than the one you have (go 1,000, 3,000 8,000)
That's the way to get razor sharpness.