This is a big problem for a lot of people. I had a hard time equalizing the pressure in my ears as well. The key thing to remember is not to dive down too quickly. As you are decending it's vitally important that you constantly equalized. If you start feeling ANY sort of pain or presure in your ears you need to assend untill you don't feel that pressure and wait for a few seconds. Equalize your ears at that depth again before trying to decend again. If you attempt to go down deeper and can't equalize for any reason then you need to make a judgement call and possibly abort the dive. Remember safety first, diving should NOT be painful.
When you go for your certification course, the dive instructors will address this issue and give you some techniques to try out. Each person will need to equalize at different times and depths.
Never go diving when you have a cold or sinus infections as this will inhibit your ability to equalize and could result in perminant hearing loss. If you normally have allergies and take any sort of antihistimines to help clear your sinuses make sure you find out what the proper proceedure is. When at depth you will react to medications differently.
As for techniques my first method is to gentally hold my nose and blow like you mentioned. If this doesn't work I tilt my head to one side with the unequalized ear facing upwards and either swallow or wiggle my jaw back and forth. Most of the time this helps clear it. If not I make a judgement call to wait at that level for a minute or two to allow the ear to equalize on it's own before trying to go down again or if I feel that my ear wont equalize then I signal to my buddy to abort the dive.
Safety first. I've been on three divese that have been aborted because a member of team couldn't equalize, one of those times I called it off.