I just started tying beetles too, and whatever adversity you encounter, don't stop. A foam beetle/sinking ant combo has been absolutely slaying trout for me over the past month (slaying is just a term me and a fishing buddy use, I'm not actually killing them).
What I do is get a good thread base over the hook, then attatch the legs. I tie on a leg much as I would any other fiber, tinsel, hackle, etc. Use the 45 degree rule or whatever its called and attach a leg at its midsection to one side of the hook. When the thread tightens around the leg it not only secures it to the hook, but turns the leg into a "V" shape, which constitutes 2 legs. Do the same thing on the other side of the hook, and I got 4 legs. Tie one more rubber leg perpendicular to the hook, bisecting the angles of the two "V" shaped legs I previously tied on. This makes six legs in a star looking pattern.
Then you just attach the foam, whip finish, head cement and your done. If the foam is turning around your hook, you can always hold the foam with one hand, and wrap the thread around it with the other. You may also want to try wraping the thread around the foam, and pulling tightly, but slowly.
Thats probably a confusing description, but if you do it right it real easy, a beetle takes maybe 5 min for me to tie.