Like any new skill, it takes time to develop the ability to say no. Keep in mind that any failed attempts are still worthwhile and contribute towards good experience and practise. Remember to be patient with yourself. It will be unfamiliar territory at first and may even be scary but if you are persistent it will become easier with time.
An excellent way to improve your confidence in this area is to note down the details of every time you successfully say no in your first month. When the month is finished look back on all of your successes. Reward yourself by going out for a meal or watching a film at the cinema. Every time you have a setback read through this list again. Looking over your success stories in this way will serve not only to boost your confidence, but also give you the resolve to keep going.