By now I'm sure you're already starting to figure it's your technique. Well I'd say Glen's advice about setting a proper bevel is one of the earlier lessons that proved to be really important for me. A proper bevel sets the bar for the future hones. If your razor has a poorly set bevel - because of either you or whoever honed it for you - you're gonna have problems.
As for technique, when I first started a big sticking point was getting the pressure right. I was putting too much pressure on the blade and it was impossible to get it sharp. Once I eased up and just let the hone do the work, I got an edge in a snap. (No guarantees though! :))
You really want to make sure you aren't pushing the blade into the hone. Only allow the weight of the blade itself to keep the blade on the stone - no other pressure. Maybe it'll take longer, but IMO it's too easy to put too much pressure accidentally. Try easing up on the razor and see if that works.