The biggest trick is to stay away from the tips. Hold the blade tilted slightly, say about 70 degrees, and make sure the center of the edge is making contact with the wood.
I've modified my skews slightly, which greatly helps. First, the edge is slightly rounded. This makes it easier to control. I also round the bottom edges of the skew (the parts that make contact with the toolrest), which makes it slide easier along the toolrest.
If you're still having trouble, turn the skew over (so the long point is down). I find that much easier to control than the "standard" way (with the long point up).
It's really hard to explain in words only. I hope it helps!
Tom