To froth milk correctly try the following:
The milk you use can make a big difference. You need to use semi-skimmed milk, or better still use 'filtered' milk. .
Fill the jug about one third full with COLD milk (the jug should be cold)
Position the tip of the steam wand in the milk, near the bottom, and open the tap for the steam. Immediately move the tip of the steam wand to the surface of the milk because it needs to suck in a little air to produce the froth.
This is the tricky bit. If you bring it too close to the surface you will start to get large bubbles and there is a risk of spattering milk everywhere - if it is not close enough to the surface you will not draw in any air and you will not get any froth! Just a few millimetres can make all the difference.
As the froth starts to build the level of the milk will rise, you must lower the jug as the milk level rises to keep the tip near the surface and continue drawing in some air. Keep going until you have introduced the amount of froth & the correct themperature has been reached (check by using the thermometer)