I agree that dpn's just take some time to get used to.
1) make sure the work on the needles not in use in in the middle of the needle (so it doesn't fall off)
2) make sure you knit the very first st on each needle extra tight (so you don't get a loose gap [ladder])
3) take your time - knitting is not a race and there's no reason to try to speed through your projects
4) practice makes perfect!
Good luck, and pretty soon you'll be loving those dpn as much as we do!