Carmindy says to draw your line with an eyeliner pencil, then go over it with the liquid liner:
www.dailymakeover.com/blogs/positively-beautiful/2009/08/the-right-way-to-wear-liquid-liner.html
Also, you might do better with a different style of brush. My eyeliner has relatively long, flexible bristles in the brush that comes with it; I also have one of those eyeliner brushes that has a flat, angled shape. Sometimes one or the other is better, based on how thick of a line I'm going for and how much control is needed.
Also, a q-tip dipped in eye makeup remover is invaluable for fixing the line afterward. When I first started doing the liquid liner thing, I usually had to go over it three times; line, erase mistakes, line over erased bits, erase a little more, finish line. I'm much better at it now; I only have to erase when I accidentally sneeze before the liner has dried.
In the end...liquid liner is not a necessity of life. It's just pretty. =) You can always skip it and wear an extra coat of mascara if you want a similar-enough look without the trouble.