About staying with the object: what happened to me was, I'd concentrate, I'd "see" the Jhana, get all excited, want to take a "closer look" and forget to concentrate - poof.
Jhanas are concentration states, they "live" off concentration. The way to get that "closer look", to zoom in so to speak, is to continue to concentrate on whatever it was I was concentrating on.
Once that has worked a few times, you'll gain familiarity with the state, and you can try switching the concentration object, such as concentrating on the pleasant sensations. The thing is, if they are not stable enough or go away, it's kind of hard to concentrate on them.
One of the similes which the Buddha used was that of
kneading powder with water. Gently spread the pleasant sensations around the body, but don't lose concentration. I find this easier when doing "full body" breath awareness, such as imagining the breath to come in and out of all skin pores, than by doing very narrowly focused awareness such as the anapana spot at the nostrils. With me, narrow focus is great for starting a sit, but I make it wider once concentration has "caught". The Buddha teaches a similar stepwise refinement in the
Anapanasati Sutta. In the third step he recommends changing to full-body concentration, followed by calming the sensations in the entire body (step four), and only at that point, to focus on the rapture and pleasure. (steps five and six).
My general stance: Be gentle - this is about serenity. Have fun - jhanas are really great fun. Do it lightly. This is not heavy lifting.
YMMV. Experiment! Try kasina practice, or some other object, once in a while. Read the chapter on good goals.
If you enjoy listening to Dhamma talks, there's a really good three-hour lecture by Ven. Thanissaro Bhikkhu on the sixteen steps of the Anapanasati Sutta, called "
The Breath: a vehicle for liberation", which contains huge amounts of practice advice. He teaches the Thai forest tradition, fused Samatha/Vipassana style which doesn't focus explicitly on the Jhanas or on noting practice, but if you listen closely, what he does (in MCTB terms) is to first set up a concentration state, and then analyse it, understand it, look for its "faults" (i.e. the three characteristics).
Oh, and formal resolves are really astonishingly effective. Before the sit, think in a formal voice, "I resolve to concentrate on the breath for the next 30 minutes. May a concentration state arise". Silly as it sounds, this stuff actually works.
Cheers,
Florian
(edit: added some links, corrected the anapana steps)
(another edit: added the link to the podcast)