What are your dpns made of? Bamboo is less slippery than metal and would be easier to use. I've not personally used dpns much, I had circs and started knitting in the round with those. I use magic loop or traveling loop depending on how long my cable is and how many stitches are involved. You could also try 2 circs; some people prefer it and if your cable isn't really flexible it works better anyhow. You can check out various methods here. http://www.knittinghelp.com/videos/advanced-techniques
Whichever way you decide, stick with it through the initial frustration and you'll get the hang of it.