oh.. was he fully grown when you got him?
if so, it's hard.. got to leave your scent around all the time, and
be non-threatening..
by grabbing him, it's like a predator grabbing him... so he will be
freaked out..
some ways can include having him come to you.. place treat in your
hand, and let him climb onto your hand to get the treat.. but do
not close your hand or try to grab him... after a while (which may
take a few days), when he is less gittery, you may try to stroke
him or something..
like i said, adult hamsters are harder to "tame"
baby hamsters, get used to you around quickly..
good luck 
