I hope I'm not being too "obvious" sunnybob, but apart from making sure the blade is not inserted upside-down (when correctly installed you should feel the teeth as you run your finger UP the blade, even on a very fine blade), you also have to press downwards on the work piece (at the same time as not pressing down too hard - so that you can also manoeuvre the work piece around to allow the cutting of curves, etc.) That last part is not too easy when you first start off.
In fact that's why I still have the hold down foot for my Excalibur. I've given 2 complete beginners a go on my Excali and for the first few minutes they both seemed to have difficulty pressing down hard enough to stop the work piece jumping up off the table (particularly with thicker stock) whilst at the same time still being able to move the stock to cut curves/keep the cut straight.
But it is only a matter of practice, and after about half an hour, both of them managed fine without the foot.
But sorry sunnybob if the above is an insult to your intelligence, that was not my intention.
As someone above has already said, you should be able to figure something out to make up (don't forget to allow for the differing amounts of down pressure needed by different sizes of stock) without spending 70 quid - a price which frankly I find ridiculous for what amounts to a bent up piece of thick wire and a couple of threaded knobs (which is what my hold down looks like).
Once over that hurdle I'm sure you'll be able to dispense with it, just like almost everyone else.
HTH
AES