Again I agree with Brett----when I had one or two reptiles I think I basically wanted overnight results with taming. When you start to have a larger collection it's not big deal if an animal takes a while to chill out because you are so busy with everything else.
Give the animal time to acclimate---pet him within the cage---bribe him with his favorite treats and do things in his time not yours.
I have a cyclura who is now starting to act tame--I got him in Jan or feb (I can't recall now)...I gave him his space and lavished the time on my rhino instead --he came around, but it took longer. But he did come around.
Any lizard under a year (except a tegu) will basically be reluctant to interact. Yes there are definately animals that are exceptions but try not to stress if yours is not one of them. The more patience you show him now the better you will gain his trust later.

Good Luck.