Heh, walking cats is a heck of a lot different than walking dogs. You walk the dog...the cat walks you.
When I go outside with either Samantha or Alice on the leash and harness, I usually just follow them and let them explore as they like. We never really go further than the backyard of our apartment complex, because all they want to do is check everything out. It's not really a 'walk' per say, but a small stroll.
As for getting them to follow you when you
want, I've found thats dependent on the cat. Feisty little Alice refuses to take any commands, and just does her own thing...she's excellent on her leash and just wants to explore, so I just follow and let her be. Samantha is so attached to me in everything she does, and she usually follows me and listens to my commands anyways, so most times she just walks quietly beside me and I can sorta lead her where I want us to go, if I so choose.
Sammy and I also go to Petco or Petsmart sometimes and she walks excellently there. I get constant comments about how well she walks, just like a little dog.
All in all, I think it has a lot to do with the individual cat...their relationship with you, their personality, and behavior. Also keep in mind you just
started taking her out...new things are always so interesting to our kitties so she may not want to listen to you or follow you simply because it's new.
Good luck with future outside excursions!