Hopefully this will be a slightly less cryptic response. I was having the same problem initially (on the Xbox) until I realised that even though I thought I was 'sneaking' (i.e. the sneak icon was sohwing) in previous instances, I actually wasn't until NPC's were around. Thus, sneaing up to nobody will never increase your sneak skill. Sneaking up to behind somebody will increase it. What I found works best to get it up quickly (oo-er) is either to train it if you're minted, or to find a house with a nice corner and an NPC who isn't too vigilant. Hide around the corner, sneak up to NPC's back until they notice you. Re-hide, re-sneak, rinse, lather, repeat.
I'm still pathetic but this did seem to help somewhat. Soft tippy-toes to you!
__________________
|