You might be missing a cleaning step. Any oil naturally or applied, may cause a barrier to prevent from adhering to your nail.
Make sure you use a strong rubbing alcohol to clean them well!
Also, maybe you may be applying the polish to your cuticle or skin. It wont stay on if you don't have it strictly on your nail.
Are you using a base coat? Are you using more than needed? Or maybe less?
Try this link. It's a good starter!