Wellesley Needlepoint has a nice video on YouTube that shows how to create French knots, how to make Colonial knots, and how to make French knots on a stick. The tutorial shows what happens when you use different threads, vary the number of wraps for your French knot, etc.
UPDATE: By coincidence, the latest Needlepoint Academy video from Needlepoint.com demonstrates Colonial Knots.
Last year they did a video on French knots.
With this help I think you can easily master both knot types but if you are still having trouble, try switching to a crewel wool. For some reason, knots are easier in some types of threads.
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