So, maybe you've followed all the tips on getting started with DPNs, and it's just not working for you -- you can't get going. Sometimes this happens; there's a lot going on when you start a project on DPNs for the first time, and sometimes managing the DPNs gets all tangled up with trying to get the row started, sort of like when you're learning to ride a bike and you're concentrating so hard on balancing that you forget to steer. Not to worry! There are a few items you can try for your first project that will let you concentrate on one thing at a time -- sort of like training wheels for DPNs -- and you'll be zipping along in no time.
The first and easiest suggestion is to do a hat. You can start a hat on a circular needle -- a 20" length is good for most adult hats, a 16" length for most children -- and then switch to the DPNs when it's time to do the crown decreases. This will give you several inches of fabric, more than enough to keep the DPNs stable, and you can concentrate on simply knitting with them, without having to manage a cast-on row on them at the same time. If you've never knit on circulars either, I think this page does a fine job of explaining them. You can use the pattern of your choice; I like the simple hat calculator for its versatility. Whatever pattern you choose, when you're ready to start your decreases, move the work onto the DPNs by knitting approximately 1/4 of the stitches onto each of 4 DPNs in turn, or 1/3 onto each of 3 if you have a set of 4, leaving one DPN free for your working needle, and your circular needle empty. It's not necessary to have exactly the same number of stitches on each needle, so divide them up in a way that works with your decrease pattern -- for instance, if there are 8 points of decrease, but you only have a set of 4, dividing the stitches into exact thirds doesn't make as much sense as dividing them 3/8 on two and 2/8 on the remaining one, so that you're always doing your decreases on a single needle. Arrange your needles as discussed in the basic discussion, and complete your hat top following the pattern instructions. Working the top of a hat should give you enough DPN practice to begin getting comfortable with DPNs once you've got the project started; after you're at that point, starting a project out on DPNs at the beginning will be easier.
But wait, you say, I don't want to knit a hat! The entire reason I want to learn how to use DPNs is that I want to knit a sock, and it's too small to start it out on a circular needle!* Okay, fair enough -- you want to knit a sock, a sock is what you should knit. How about a toe-up sock? If you start a toe-up sock with a short-row toe, you do that by knitting back and forth on two needles until the toe is completed, and then pick out your provisional cast-on and put all the stitches on DPNs; again, this gives you enough fabric to stabilize the DPNs, so it eliminates the early wonkiness. If you don't have a toe-up pattern in mind to try, Wendy's Generic Toe-Up Sock is a pretty good one.
Another way to get started is to just cheat a bit; do the first inch or so of the project flat, and then switch to the DPNs and join. You'll have a little seam to stitch up when you do your finishing, but it will make the start easy.
* Okay, I said that socks were too little to start on a circ. This is not, strictly, true. First, there are some little bitty circs out there -- several companies make a 12", which will work if you're willing to really stretch your stitches, and Clover makes an 8" circ, which will work for most socks. However, these little bitty needles aren't really fun for most people to knit on, especially the 8" length, as the straight parts of the needles are exceptionally short. However, there are also a couple of other methods that let you use a longer circular, or a pair of them, to knit small-circumference items. There is the two-circulars method, in which you use two circulars of the same size and any length that is comfortable for you, and there is the magic-loop method, in which you use a single very long circular (most people prefer around 40" lengths). Both of these methods essentially employ the ends of the circs in place of the two active DPNs, and the cable(s) in place of the ones acting as stitch holders; they're explained well on the pages I've linked to, so I'm not going to re-hash it.
Using one of the various methods of circulars will let you avoid using DPNs. I don't think that's a good reason to use them. I think there are good reasons to use them -- one in particular is for the smaller-circumference parts of things knit on Denise interchangeable needles; the Denise tips aren't quite standard sizes, and going to one of the small-circ methods lets you continue using the same tips and ensure that there's no possibility of a gauge shift. However, avoiding having to learn how to handle DPNs isn't one of those good reasons. I don't think it's ever a good idea to use one technique to avoid having to learn a technique that scares you, or that you find difficult. Doing so condones the insidious notion that there are things in knitting that you can't do. I don't believe that is true -- won't allow it to be true -- in my own knitting, and I don't think you should do so in yours.