I did my first quilt stab stitch and had the same effect you describe. My advice would be to persevere with the rocking method - it took a while with me , felt clumsy, etc, but one day it just clicked. Do you know a hand quilter who could show you and guide you through the process? Maybe ask in your LQS? That's what I lacked - had to learn from books and pictures - still not sure I do it absolutely the 'right' way but I'm satisfied with my work so that's all that matters! That's a good tip about not having the work too tight in the frame BTW and a wholecloth is a good start, so you're only needling through two layers of cloth and one of batting - no seams! I'd also say use a thin cotton batting to start - that's what I find easiest to quilt. And a big WELL DONE for giving it a go!!! I'm the other way - have always hand quilted and am recently branching out into machine FMQ, but that's a whole OTHER story!