Just like with most magic tricks, the secret is simple and it just takes a little practice to master the illusion. You are having trouble because you are cutting the crown molding in the same fashion as you probably cut baseboard or window or door casing. Baseboard trim and window and door case moldings are flat pieces of wood stock with a profiled face. Crown molding looks nearly identical. But look a little closer.
Crown molding has small angled faces as well as a large flat spot on the back of the profiled face.
The angled cuts on the back of the trim are actually oriented at 90 degrees to one another. Use the inside corner of a framing square to simulate the junction of your wall and ceiling. When you cut baseboard and window and door casing, you hold the wood in the saw a certain way. Your miter box has a flat machined table area and a vertical fence that you use as a guide. When you cut window and door casing, you typically place the back of the trim on the table surface.