spd, or spd-sl? spds are super simple to clip in with; spd-sls not so much.

i ride spds on my track bike right now. they're great!

what kind of pedals do you have? most spd pedals are dual sided (they're mountain focused), so getting into them is supposed to be easy. my bianchi came with some super cheap-o spd pedals (which i replaced) that didn't offer any real 'click' when engaged. perhaps that's an issue for you....

you may find that you need to break in the cleats. you may also find that you have the cleats installed upside down take a peek at them and make certain that the arrow is pointing towards your toes. also, check for damage on the cleats themselves.

short of that, clipping in is a pretty easy endeavor for me, and should be for you, too.

if you have mountain shoes and some sort of platform on the pedals, try riding unclipped for a bit. as you get some confidence and speed up, clip into one of your shoes. you may find that it's easier to do that when you can put some weight onto it. a previous poster mentioned clipping in when you're not riding, which i suggest trying first, but i'm usually able to clip in faster while in motion. your mileage may vary.

good luck!