I think my problem is that because I am knitting in the round, I do not come to my "purl" wrap on the purl side. I knit around to the second stitch marker, do the wrap and turn on the knit side, purl back to the first stitch marker, do the wrap and turn on the purl side, turn and knit around. When I come to the second stitch marker I am on the knit side, so it is easy to pick up the wrap and knit it together with the stitch and move right along. When I come back around to my first stitch marker, because I am knitting in the round, I am on the knit side of the work, not the purl side. But I did the wrap on the purl side, so I am having a hard time picking up the wrap. I *think* it's because it is on the opposite side of my work.
Does this make any sense? Can I pick up the wrap somehow differently? I can't find any knitting document that explains how to do this when knitting in the round.