Some very good advice on here. RudeNot2, your comment about not looking at the horizon on entering sounds right: sort that and you might find it easier.
I had my first lesson of steep turns last week, and the instructor taught me to judge it by the attitude with reference to the horizon. The aircraft does have a tendency to drop its nose, and a tendency to roll level: it takes subtle and precise control with a big heave of back-pressure to counteract that and keep the attitude correct. You can't take your eyes off the horizon for more than about two seconds, before the attitude will start to drift. So you have to have a rigorous scan: horizon, balance ball, horizon, ASI, horizon, altimeter, horizon, DI, horizon, altimeter, horizon... etc.
But it's definitely doable with a little concentration. Good luck for next time! And I hope you're enjoying the manouevre as much as I did. Loadsa fun!