I've never had good luck using any sorts of dyes (or pigments) directly on bare wood. There are a couple things you can do:
As someone mentioned, there's something called "wood conditioner" that should help uneven absorption. If you google hide glue sizing you can find how you can make your own as well. I've not tried it myself but I've heard pretty good things about hide glue sizing when used with wipe on dyes or stains.
The other option is to seal the wood entirely with something like shellac and then apply the dyes (dissolved in your finish) over the sealer. Rub with this is that you pretty much need spray equipment to do this.
The good news is that a $15 door jamb gun does a mighty fine job with this. I usually spray my color (transtint dyes) in Target WB finishes using either a door jamb gun for large areas or an airbrush for smaller areas and it works out very nicely.
-Andy B.
http://www.birkonium.com CNC for Luthiers and Industry http://banduramaker.blogspot.com