One thing you might want to try is break it up with scissors or a grinder. I have a feeling that you are not breaking the weed up enough, so air is not getting through your joint and it won't stay lit. It may be trying to keep large chunks lit which is a lot harder then if it is grounded up nice and fine.

Also you can watch how the people roll on Everyonedoesit.com in their video section at the bottom. If you click in their video section and scroll all the way to the bottom of the page you can click on the things that look like video tapes. I roll my joints like they do their two spliff videos but without tobacco and pure weed.