Draw a boat on a whiteboard or sheet of butcher paper. You'd like the boat to really move fast. Unfortunately, the boat has a few anchors holding it back. The boat is your system, and the features that your customers don't like are its anchors.
Customers write what they don't like on an index card and place it under the boat as an anchor. They can also estimate how much faster the boat would go if that anchor were cut and add that to the card. Estimates of speed are really estimates of pain. Customers can also annotate the anchors created by other customers, indicating agreement on substantial topics. When customers are finished posting their anchors, review each one, carefully confirming your understanding of what they want to see changed in the system.