Jon,The corners of your mouth are actually what block the two surrounding holes when attempting single notes. This will work when you drop your jaw (slide it down and back slightly) and then use your index fingers to press in the corners of your mouth (a la "fish face"). Once the corners of your mouth are covering the two surrounding holes, push the harmonica into your mouth. The slight pressure pushing in will hold the corners of your mouth to the harmonica.
See first color photo example-
http://www.harmonicalessons.com/members/sinnotes2.php
Do the best you can to get the harmonica further into your mouth, but not at the expense of playing single notes.
Hang in there, it just takes practice good single notes and a full "professional sounding" tone. Check in a mirror to really see what you are doing with your mouth. Let me know if this helps.
Play on,
Dave Gage