Struggling to Relax

I'm struggling a little with the relaxation. When I first started doing it I found it pretty relaxing though I could tell that progress needed to be made with the deep breathing. Over the last few days I've noticed that every time I sit or lay to do my relaxation CDs one of two things happen. Either I am able to focus on my breathing and the imagery and such, get sleepy and fall asleep, or I find myself unable to focus, my mind just wandering from topic to topic.

This has been pretty frustrating. Part of me thinks I should try doing my relaxation stuff in the morning instead of the afternoon as I currently do but my mornings are usually pretty busy. Maybe I should get more relaxation CDs so I can have more variety to keep me more engaged. Part of me wonders if this is just the challenge of everybody who is new to doing relaxation techniques.

Have any of you struggled like this when trying to practice relaxation techniques? Any suggestions for me?