I understand your pain as this can become frustrating! My suggestion (as stated before) take it step-by-step and EXPERIMENT like crazy! Take a few notes and figure out (on a keyboard/ MIDI controller) what other notes harmonize well... for example:
If you have an "A" (single note) play thirds above that, so it will be either--> A,C,E (a minor chord) or A,C#,E (A Major chord) or A,C,E flat (a diminished chord) etc. Then once you get this move on to the next couple of notes or even the next single note... I know this may take a bit of time at first, but it will become like second nature after a while.
Also remember: not every note needs a chord or to be harmonized, let those non-chords tones fly for flava!
Check out some music theory sites to give you the basics of chord progressions- thrust me, the time will be well spent. Hope this helps and good luck!