What is the Correct Way To Play Mini Golf?

So Friday I only did one blog but I had a good excuse, it was wicked nice out and I went mini golfing with 5 friends of mine. I gotta preface this blog by saying I'm a huge mini golf guy. Absolutely love it. As a big goofy white dude I'll be the first to admit I'm not a great athlete. But with mini golf I'm a star. Is it a sport? Probably not and if I wasn't good at it I'd definitely say it isn't, but am so congratulations mini golf in my eyes you're a sport. 

Anyways Friday I'm mini golfing and did not have a great performance I'll be the first to admit that but I was a little shook. We were playing like real golf were you go one at time and shoot from whoever is further away. I'm not about that life at all. The way I go is if theres four people, person 1 goes until they're done, then person 2 and so on and so forth. Apparently that is wrong but I've always gone that way and think it is WAY better. I don't like the idea of my ball being potentially knocked farther away by someone else, that's not right. Someone who is out of it and just wants to sabotage me can. That's not right, I've been a guy with a target on his back all my life so I'm very susceptible to that kind of a attack. I will not allow it. This is why I came in last place on Friday. Total and utter bullshit. It shook me and I'll be the first to admit that, but that is not how gentlemen play this game. All I can do is bounce back and be better, lucky for me it is barely spring and there are many more days to play mini golf (the correct way) and prove my dominence.  
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So how do you play/what is the right way?