Hang in there. It took me about six months to get good enough at it to shave comfortably, closely, and evenly every day, but I stayed with it (despite a few frustrations and less-than-optimimum results in the beginning). I had a hard time resisting the temptation of reverting back to the cartridge system, though.

Of critical importance:

1. a properly honed and stropped razor
2. proper preparation and using pre-shave, lather and after-shave products that work for YOU (I get my best results with Proraso products, and I've tried a bunch of others that are a lot more expensive)
3. proper technique (blade angle, pressure, etc.; although everybody differs slightly on what works best for them)
4. knowing your own beard and which strokes to use on any given portion of your face (again, everybody is a bit different)

Good luck, and welcome to the "Bare Blade League".