I don't know which French Knitting Kit you bought but the prongs on most spools have little overhangs at the top to prevent the yarn from slipping off. If your spool is not designed like this you are going to find it very hard to progress!
Having said that, even if you have a good spool, you still have to be careful and go slowly to prevent losing a stitch, especially at the beginning. Once you have done the first few rounds the knitting will loosen up a little and you will find it easier.
