Martin,
You mean like crock sticks or one of those thingies you drag the blade through? If the later, my guess is that the stainless steel is tearing and you're not really getting a good edge.
Having said that... I don't think my Leatherman takes that great of an edge; just OK. And (no surprise), it needed to be worked over pretty hard once the factory edge wore off. It doesn't take too much to keep it sharpened now. See Jimbo's article
here and cruise one of the knife forums like
knifeforums or
bladeforums - some great sharpening info there. Here's
one article and
here's another.
HTH,
Tom