+1 on using a small piece of yarn, instead of a fly--and moving the rod between 10 and 1. Wait for the line to extend behind you: if you push the rod forward too early, you'll "crack the whip" and snap the fly off the line. Watch the videos on Youtube, and if you have a digital camera, set it down on movie mode, and record yourself, so you can see what you're doing, and how it varies from the posted videos.
One thing I've noticed around here(northwest Connecticut), is that some flyfishermen hold their noses very high in the air--don't know if this helps their casting...;-)

edited for clarity