If you don't think hypnosis works on you, that's probably your problem. You're thinking with the wrong mind.
First, eschew the idea that hypnosis is going to do something magical to you. It won't.
Milton Erickson said that hypnosis is primarily concerned with the communication of ideas, *really* communicating ideas. Let's say you believed you couldn't do something. If someone talked to you in a way where you really got that you actually *could* do it, that would have been a successful hypnotic communication, even if no trance was involved. You would have really gotten the idea that, yeah, you can do it.
Try this: sit down and let your arm rest at your side. Don't try and do anything with it. Just think the idea, "My hand can lift, and I don't have to lift it." Keep repeating that thought and notice what happens. Eventually, if you open yourself to the experience, you might experience some twitching or movement in your hand and/or wrist. Or maybe you'll just experience some sensation or imagine what it might feel like if your hand were to suddenly start lifting. I don't know exactly what will happen once you begin to experience your unconscious response to that particular suggestion.
When your hand starts moving, really starts moving, and it's not you trying to lift it, then you'll be getting some authentic unconscious response.
Believe me, it's really simple... but you can block your ability to really respond with an authentic unconscious response by having great expectations or some rigid interfering idea about what hypnosis is and what your response should be.
The unconscious isn't perfect. It isn't this all-knowing genius that everyone makes it out to be. It does amazing stuff like coordinate muscle movements so you can walk, but we all stumble and fall from time to time, don't we?
The unconscious has to learn by trial and error, just like the conscious mind.
Give yourself and your unconscious room to learn. Play around with hypnosis some more and notice what happens and what doesn't happen. Keep an open mind.
Sometimes it takes a while to learn to be a good hypnotic subject. A lot of it, in my experience, is like playing pretend. You can get to the point where stuff can happen like your hand can get stuck to a table and you can't unstick it because of a suggestion. But that's only so long as you choose to participate in that kind of illusion. You can always say the magic words, "No, I can move my hand. My hand will move. My hand is free and can move away from the table." And then, bam, your hand can move and the spell is lifted.
It's really a strange feeling to move from allowing a suggestion to work and taking all the power away from it. It's sorta like, at times, a part of you believes hypnotic suggestions and another part doesn't. When you get the two together, interesting things can happen.
