[CaptainSubtext]

I have had the same problem Kimos. In the beginning when I won some money I kep on playing but mostly losing most of it when eg. somebody stack me with a set over my aces.
I kept the same pattern: when I won some money on a table, it slowly bled away with too much calling, too much completing the SB or shoving with TPTK or an overpair and losing the hand.

After this I applied the Hit 'n Run method, If at an table I won a significant amount of money, say minimum of half a buy-in, I would leave when the blinds came to me. Then I would open up a replacing table to buy myself in for the normal amount.
Although this actually improved my winrate, at least to my feeling, I knew this wasn't the right way to play. Also because it's not proper to Hit 'n Run.

As raze said, the key here is confidence. Improve your play with reading posts in the beginner forums and the strategy posts in the forum you play in. Post hands where you had difficulty. Oh and especially the stickies in the forum you play in, they are full of basic guidelines that help you immensly in your play.
While learning, play a lot, don't worry if you sometimes lose a bit of money, you're still learning. With playing comes experience and with experience comes confidence and with confidence comes playing +EV.

And if you also aply good table selection and good bankroll management, you will be allright.