It's always difficult in the beginning. Jhana seem to me to be an idea. True Zen, the zen of shikantaza, doesn't really make distinctions on ideas like this. When you sit with the idea of "I will experience this!", often the only thing you will experience is "not this". Zazen is the physical expression of our understanding of Shakyamuni's Way. Stillness, harmony, being (wholly and completely being) the rich perfection of the imperfect, the absence of karma, the boundlessness of just sitting. When you sit in this fashion, everything is jhana. The times when you are so frustrated that you can't stop thinking about that news paper article you read earlier, especially when you're trying to meditate! That's jhana. The cat running over your lap when sitting, is jhana, the peaceful moments when the clear blue sky of shikantaza are unobscured is jhana. When there is absolutely no jhana, no place for jhana to exist, and no one experiencing jhana; that's jhana too.
Sitting to experience jhana is like trying to fill a bucket with air. You cannot contain the boundlessness of zazen in a container, especially a container made from ideas - such as the idea of jhana. Sure there is air in the bucket, but there is air outside too, where does the air from one stop and the other begin?