Another thing with the needle threader is to make sure it is pressed all the way down, and keep it all the way down as you bring the thread straight forward under the metal piece(don't know what to call it, but it's key to bring the thread under it for getting the thread thru the needle) and then guide the thread to the right. It will naturally want to go in the slit, slot, valley etc.(again don't know what to call it) then slowly release the threader and the thread should go through the needle. Hope this helps. Once you get it you'll wonder what all the fuss was about.
I don't think the manual emphasized enough about that metal piece directly down from the last thread guide.