I had some difficulties with dpn's at first but don't give up.
A pattern I found online suggested the following technique, so this is how I do it now when I'm casting on for a sock and I find it much easier to get started. Maybe it'll work for you... if I can explain it clearly.
When you cast all your stitches on 1 needle, cast on one extra stitch. So if your pattern calls for 32 stitches, cast on 33.
Then, instead of dividing your stitches by slipping them onto your other needles and then joining, you start knitting right away and knit the specified number of stitches onto the additional needles. So, if you're making a sock that starts with a ribbing pattern you would cast on 33 stitches on your first dpn. Then using your next dpn, you would knit your 8 stitches (in whatever your pattern calls for, like k2, p2 ribbing), pick up your next dpn and knit in pattern 16 stitches, and using a 3rd dpn knit in pattern 8 stitches. The original needle the cast on stitches were on will now have one stitch left. Put this last stitch on the beginning of the 1st needle, knit 2 together for the first stitch on that needle (that's your join) and then continue on.
This way seems to give you a little bit more to hang onto and it seems to be much easier to be sure that your stitches aren't twisted when you do join.