When you're trying to hang wallpaper border (which is harder than actual wallpaper), you can lose your mind and become desparate.
I like the self-sticky kind better, but it also has a mind of it's own.
Prefold your paper accordian style (it doesn't matter if the sticky side touches the printed side). Buy some extra wallpaper paste and dip your border in that. Water temp is for your comfort, not the paper. Don't let the 'dip' become too runny. Shake your dipped border a little before applying. Otherwise (as I'm sure you've found out) it will run down your arm and your wall and take longer for it to 'set.'
To keep it from falling right away, I've used a couple of thumb tacks to adhere it to the wall while I kept working (I take them out after it is dry). Every few feet I've tacked it to keep the weight of the unapplied roll from pulling it down.
Continue to wipe and squeegy the printed side of the paper while you press it on the wall with a work towel.
I think part of the problem is your wall paint. If it were a flat paint, the original wallpaper glue would have stuck. You'll need to try a thicker glue or paste as I mentioned above. Even Elmer's glue can do the trick, but just remember, you may want to take it down in the future, so don't go too crazy.
This is the first house we haven't put up a border, and we don't plan to! It is too much work and I've gotten sick of the pattern after a short time. Instead, my husband hung a white wood border around the top of the room about 10 inches from the ceiling of my daughter's room and we painted it the accent color. It was much easier than a wallpaper border and we can always change it out or take it down. I've even put her name in white letters on the little ledge. Just an idea before you attack that roll again.
Good luck!