What exactly keeps going wrong? Do you have pictures?
Can you start the round or is it more of an after-I-have-a-circle-what-do-I-do problem?
Here is how I start a hat:
chain about 5
stick the crochet hook through the first chain, and slip stich to join with the last chain, to make a ring
then I follow these instructions to make the first row http://crochet.about.com/library/bl_crochet_around_ring.htm
join the last stich and the first stitch of that row to make a round just like you did with the chain
then chain however many you need and start crocheting like normal
Is this clear? Which part do you have the problems in?