It sounds like you already have all the gear you need, just have to use them properly.
Practice only on knives that have no value to you, go buy some at Goodwill, garage sale etc.
Use only the coarse side of your diamond hone to start. Grind one side till you feel and see a burr along the entire length. Flip and repeat. Remove the burr with light leading passes on the same stone. Wrap a sheet of newspaper around the stone and strop on that. Inspect for residual burrs and remove them with light leading passes.
Off the coarse diamond stone you should be just able to shave arm hair and casually slice (maybe not push cut) crossgrain newspaper.
Work your way up to finer finishes only after you can use the coarse hone reliably. Many accomplished sharpeners go no finer than that anyway. Stay away from the compound-loaded strop until you have a solid understanding of basic sharpening so you can tell where the wheels are falling off - more polish does not equal more sharp.
Go slow, keep your movements small, study your hands and the knife and try to minimize woobling. This thread shows how I approach the mechanics of hand sharpening and a quick view in use. Also a link to Bgentry's post on his Seven Secrets of Sharpening. Watch a few Murray Carter videos and in particular study his mechanics. Any time you watch a sharpening video study the way folks hold and move the tool across the abrasive.
http://www.bladeforums.com/forums/showthread.php/1356738-Freehand-technique
And a few pages from the Washboard manual that deal with burrs - on the second page where I show dragging across wood followed by trailing passes, when working with a diamond hone use only leading passes.