So, you've followed the 5 steps to Juggling Three Objects, but you're still having some trouble. Don't worry, even the world renowned juggler Mike Welch (available for parties, weddings and HTML programming (real cheap)) had some problems when he started juggling. Here's a few common problems and solutions:

I have to keep stepping forward to make my catches

Almost everyone seems to do this when they start juggling, some people call it "Sprinting Juggler Syndrome". The problem is that you are throwing too far forward, so you have to lunge or step forward to make the catch. The accepted solution is to practise in front of a wall. This forces you to make your throws in a plane parallel to the wall.

I keep getting two objects coming down at the same time

Again, this is a throwing problem. Your throws are probably peaking out at different heights, leading to some objects taking longer to do an arc than others. You should practise your throws some more as in Step 3. I know it's boring, but it will pay dividends when you come to try some really cool stuff.