I did a little research on the proper way to eat a scone. There seems to be two schools of thought on this.
One way is to cut the scone horizontally with a knife, never in half straight down. Then after spreading on the jam and cream, the scone is eaten open-faced. The jam and cream can be added bite by bite or one scone half at a time. The two halves should never be put back together to be eaten like a sandwich. The other, is to break off small bite-sized pieces, then spreading the jam and cream on each piece, never cutting the scone with a knife. Either way is considered proper etiquette.
As for the jam and cream, they should not be taken directly from the serving pot to your scone nor should a scone ever be dipped into them. Use a knife or serving spoons, if they're provided, to put some jam and cream on your plate and take enough for the whole scone. Then, with a knife, not the serving spoons, spread some of the jam on your plate to the scone. Then on top of the jam, add the cream. This was surprising to me, since I've always added the cream first (as seen here), then topped it with jam, much like how jam and butter is spread on toast. (UPDATE: There isn't a hard and fast rule on whether it's jam or cream first. Both ways are correct.)
Scones are meant to be eaten with your fingers, not a fork. Actually, thinking about it, there isn't a use for a fork during the entire afternoon tea service. It's strictly a knife and spoon affair.
I eat a scone by breaking it off into bite-sized pieces. How are you eating your scones?