You're not doing anything wrong. Especially in low level content DPS will just do whatever they want because mobs don't usually hit hard enough to kill them. Additionally PLD is a little gimped tanking wise at low level (It's doable if you've got experience) so once DPS have started pulling and grabbing agro all over the place it's unlikely you'll be able to get it back.

Just keep at it. I'd also recommend marking mobs to help direct DPS to the mob you're going to maintain the highest threat on.