Your milk is wrong. Use skim or 2% milk, straight from the fridge (about 41°F / 5°C). Warm milk won't froth right.
- Clean the cappuccino maker thoroughly after every use. Milk residue kills froth.
- Detach the cappuccino maker and nozzle, wash all parts with warm water and a sponge.
- Check the two small holes on the nozzle aren't clogged. Use a pin to clear them if needed.
If you're doing all that and it's still bad, try a different brand of milk. Some just don't perform well.