All recipes that involve egg whites (which is used to make many concoctions foamy), start with a vigorous dry-shake, one that lasts at least 15 seconds. Dry-shaking ensures that the egg white incorporates with the other ingredients and that it gets a nice frothy texture.
After a dry-shake, ice is added to the shaker and the mixture is shook again. Then, it's strained and enjoyed according to the recipe. Have you ever made a cocktail that called for dry-shaking?