Maybe try another soap?
I like the art of shaving soaps, they are a bit expensive, though still cheaper than the canned goo
the sampler pack is a good idea, you will get a very good idea of what blades work best
also, if you keep having lather problems, try checking out straightrazorplace.com they have a soap subforum that can be very useful
The new to me VDH Luxury scented is on the shopping menu, as are a small sampling of other soaps, I've used VDH deluxe in the past and would sometimes rub it on my face because I liked the way it felt. By all accounts the new luxury stuff is supposed to be even nicer. I just don't want to give up on the williams until I've given it everything I can, it shaves well but the comfort level is nowhere near VDH.
Jonny, the learning curve was about 10 seconds as far as using the razor. The handle I'm getting used to, it's MUCH shorter than something like a mach 3, and the fusion's size makes you wonder if these tools are both used for the same job. It's smaller than a Bic Sensitive disposable, and weights more than a Fusion Power. The biggest difference I'd say is getting used to holding a small heavy razor like this at one angle, I cut my teeth shaving on a sensor excel, and while that head pivots you still needed to hold it fairly straight, so it's something I'm used to. I never pressed that hard either, and needed against the grain strokes with cartridges to make them cut all my stubble, basically there was no learning curve for me because of the way I've always shaved.
Edit: Here's a photo so you can get a better idea. A genuine Q-tip, my SuperSpeed, Bic Sensitive, then handle only of the Sensor Excel, Mach 3, and Fusion Power.
My superspeed is a 1948-50 (AKA: NDC/ no date code) and I feel like I'd have to try pretty hard to cut myself. As far as I know it's the "standard" superspeed cutting agressiveness. Gillette did make milder versions and more agressive versions, best known are the blue tip and red tip. These are identified easily by the painted knob at the bottom of the handle, Blue for the mild blue tip, and red for the more agressive cutting Red Tip. I've heard that as they moved into the late 60's and early 70's the quality of the razors dropped, I wouldn't be surprised if it was a strategy to get people to buy their new disposables and cartridge razors.
I got my wilkinson blades at the local Walmart near the rest of the cartridge refills, 1.76 for 10. They don't have a super reputation but I wanted to try what was available easily and cheaply nearby first. At 17 cents per blade they're about the cheapest blade you can find without buying in 100 packs online. When I do order other blades to try out I'll be going to Westcoastshaving.com . While you're at it, a good boar or other inexpensive brush and VDH (also at walmart) soap is a huge improvement over anything canned I've used. I haven't had the opportunity to experiment much with other soaps and better shaving creams (like proraso in a tube, you whip it into a lather with a brush) but I recommend finding a blade and razor you like and experiment with soaps, or find a soap you like and experiment with blades. Had I not used the Williams soap with the bics sensitive disposables beforehand I might have thought the razor was causing the burning and not the soap.
Lot of folks are making the move back to DE razors right now, so there's a wealth of knowlege online and lots of vendors selling quality supplies. I think I spent the last 2 or 3 weeks of my spare time just reading about DE razors and what was out there before considering a purchase.