Biggest "trick" I've found so far is just keeping the pressure very, very light and using the marker to make sure I'm not just grinding out on the shoulders a lot instead of down to the edge.
^That's the biggest hurdle, figuring out just how 'light' the pressure must be (the answer: if you think it's light enough, go even lighter). Especially when using the corners of the rods. The corners will focus all pressure on a very small portion of the blade edge, and if it's just a little too much, the edge will either roll or chip. I think a good starting point, for calibrating pressure, is to imagine you're using the knife edge to brush some dust off of your most cherished piece of artwork. Maybe a piece that's gilded in a micro-thin layer of gold, or painted by an ancient master. Scrape just a little too hard, and it's ruined. Sounds sort of silly, but that is what reminds me to keep it very, very light.
The additional tip of using a black marker to ink the bevel, is always a good idea. That'll tell you if your knife's edge angle is appropriately matched up to the set angle of the rods, and how you'll need to adjust if it isn't.
And if the knife is very dull/blunt, you might consider using some coarser wet/dry sandpaper wrapped around the rods. Assuming you don't have the diamond rods, that's an easy and cheap way to re-establish the bevel on a very dull knife.
I'm an old time free hander who decided to try out a Sharpmaker. So far I get great results using the stones freehanded, but can't quite seem to get my knife sharp using the device as intended. Is there a learning curve for the Sharpmaker?
If you're getting great results freehand, you're already ahead of the game

thumbup

. Use that to your advantage. To me, that indicates the bevel angle might not match up with the Sharpmaker's angle settings. You're 'finding' the edge freehand, but apparently not reaching it when using the set angles. This is where the black marker can be very handy. Check where the ink comes off when you freehand it, and compare to the results when you're using the rods mounted in the base. I'd bet the edge angle is more obtuse (wider) than 40 degrees inclusive, and you're probably only touching the shoulders of the bevel when using the rods in their mounted position.