you have to open them up a little bit when you first get them.
if you notice on brand new rods there's a glossy "sheen" on them. in this state they don't like to remove material, what they like to do is put ugly black marks on your edge. they slide more than remove material. from what Sal mentioned they will "break in" faster if you rub (like grits) together to open them up a bit and they'll remove the material they need to. rubbing the rods themselves together will accomplish faster than just sharpening with the rods right outta the box. it would take around ten full knife sharpening sessions to achieve what you can with 10min of rubbing the stones together.
you don't need to do this as much with the white stones as they are meant to produce a fine edge, and they are made out of, pretty much, man made sapphire. so, rubbing them together only takes off the "sheen," anything after that is pretty much futile
again, don't take anything i'm saying as argumentative, just trying to give the best advise from my experience possible. i wouldn't lead anyone down the wrong path.....even though my spelling might!!!

LOL!!!