Sharpening inexpensive kitchen knives

I got a set of Cuisinart knives as a gift. I have a Worksharp sharpener that I'm trying to use to keep the knives as sharp as possible. I know they aren't great quality, but when I try to sharpen them, I can never get the burr along the back side of the knife after about a dozen strokes of the coarse grit like the directions say. Am I just doing something wrong?