I don't think you're supposed to knit all the threads individually. I think they're supposed to be caught when you purl the stitch. So if you bring the loop up behind the strands, then put the strands as one on the tip and purl as if they're all one stitch (under the front strands and into the stitch), then you'll get what you want.
"Trust the pattern!"
Time flies like an arrow, but fruit flies like a banana.
Hop aboard while we follow the cloud-covered van of knitting harmony, man!! Woooo!! --Hedgehog
IngridKH on Ravelry