yes i too have a LOT of trouble being hypnotized, between ADHD i can't follow the scripts, and sleep apnea i fall asleep as soon as i do relax!
But there are things you can do to improve your relaxation.
1) do the session at the same time and place each day. Morning is good if you do it as soon as you wake up as you're actually in a hypnogogic state. If you take a shower after work, take a few extra minutes after to just soak in some hot water to warm/relax muscles then go do a session.Or just before bed, when your already tired and your bodies preparing itself for relaxation naturally.
2) lying down is good if you can do it without falling asleep, as it's a signal to the body that you WANT to relax, if not, find a comfortable chair, one you don't have to support yourself in like a kitchen chair, you want one more like a soft living room chair.
3) i don't know what CD's your listening to, but they SHOULD start with a relaxation track, if not try this;
once you're in your "hypno chair" Take a few deep breaths, inhale SLOWLY and completely, hold for a couple seconds, then exhale slowly. as you exhale try to imagine all the tension just oozing out of your body, letting yourself melt into the chair/bed.
That should be enough if these things are done "religiously" each day. if you still have trouble try "forced relaxation" . . .
4)After your deep breaths, squeeze this muscles in your feet - HARD - for a 3,5, or 10 count, which ever is most comfortable for you. But not hard/long enough to cause cramping - cramps are NOT relaxing!! After flexing you feet let them relax then move up to your calfs, flex, hold, release. Now up to your thighs, then groin, abs, chest, back, etc. on up. hands, forarms, biceps, finally neck (since this is a hard muscle group to flex stretching while you do it is good) and the jaw - there's a lot of tension held in the jaw, and then scrunch up your face for a few seconds. The whole time you are doing this you should be breathing deeply and slowly, not like in step 3, just nice deep relaxing breaths. But AFTER you've done all this, do step 3 again and now start your cd.
Also if you have two cd players, like a stereo system and a portable walkman or something, listen to the session on the portable and play something else on the other stereo. we're talking something RELAXING here - no rock, rap, or techno, something soothing, and without WORDS - they're too distracting. If you've got some nature sounds cds those are good - ocean waves, rain etc. I find the birds in jungle sounds to be a bit to perky for my tastes, you can usually find these CDs at drugstores at the register counter for about ten bucks.
It goes without saying that you don't want the TV on, or the phone, you want to KNOW your not going to be distracted during your session. You're only taking half an hour a day to do this, but if YOU don't take it seriously, neither will your subconcious.
I hope this helps, if not let me know, there are more advanced things we can do. But they're kinda "new age voodoo"ish, So if you're not into all that "ancient chinese secret" stuff, then that's about all I've got that'll help. This SHOULD be all you need though.
Good luck!