1) are you sure you were doing them correctly? apparently a lot of women think they are doing them but turns out they aren't isolating the correct muscles very effectively.
2) how long did you do them for? how many times a day? the notion is that a few reps a few times a day... and improvement does take a while (months).
3) with respect to tracking your progress you can get weighted cones for an objective measure of progress.
4) the idea is to 'brace yourself' before laughing, lifting, standing and all those things that tend to result in bladder dyscontrol.

i guess some people weight lift and weight lift and weight lift... and it not do anything. i suppose it is possible...