Rose,
First thought: Is it possible that you are trying too hard or trying to make the experience of connecting fit a particular set of expectations?
Another thought: Maybe they wanted you to fall asleep in order to give you information at that level.
Three blog posts on hearing spirit guides that I find helpful:
Tips for Working with Your Spirit Guides : Shift Your Spirits How Do Your Spirit Guides Respond to You? : Shift Your Spirits Are You Sure You Can’t Hear Your Spirit Guides? : Shift Your Spirits