I, too, was having difficulty with burping my baby until I tried a technique described in Dr. Harvey Karp's "The Happiest Baby on the Block" book.
Before you burp your baby, put him in one hand with the other hand under the chin. Next, bounce him up and down a few times (gently and just a few times - and, this will not cause him to spit up unless you are *really* jiggling him!). This encourages the gas in his stomach to rise to the top for easier burping. It may also be easier to burp if you think of the gas in your baby's stomach like bubbles in a bottle of soda pop - quick thumps to encourage the bubbles to rise to the top and out of the baby.