A standard steel will work just fine if you realize its purpose. During use, any blade sharpened to a fine edge will result in that fine edge (almost microscopic) "turning"... actually roll slightly and that results in dullness. The edge hasn't been damaged as when you might nick the blade hitting a bone or some such. For correcting that damage, a whet stone is required.
The steel's purpose is to simply roll that edge back upright. It does very little in removing any nicks or other such damage. That's the reason you would feel no roughness when running your hand up or down the steel... it's perfectly smooth.
My guess is that you may not have had proper tutelage in its use. Most of us see the experienced user holding the steel in one hand and quickly moving it and the blade to be sharpened in a combined motion...
For the novice, try holding the steel by the handle and place the tip on a cutting board... with the steel nearly perpindicular to the board... like you were about to stab the cutting board. Then, place the blade against it with the handle of the blade nearest the shaft of the steel and pull it upwards... do the same thing alternating sides of the blade. Don't exert very much force against the blade while it's being pulled up the steel... Only takes 8 or 10 times per side to achieve a nice edge...
Best of luck!