I am sure my instructions said once a week, but i agree with dispydoodlenoodle if you only spend 5 minutes when you could probably do it more often. That said i probably wouldnt keep doing the same area more than a couple of times a week.
i find using a steel tooth comb with an elastic band threaded through much better, it doesnt seem to break the hair so much, and i tend to use this quite regularly and it collects much more hair than the coat king.