I agree with Hndatch627, just be smooth and don't force anything when you shift and you'll be fine. The manual tranny does not like being forced into any gear, especially 1st or R. I think some of the WRX people are having trouble because they aren't being patient and are over muscling the shifter. Happy motoring!!!!!
What you may want to try is shifting into 3rd first and then into 1st. I have a 2001 and sometimes when I try and go into first it just doesnt go (its stubborn). If that doesnt work, try to double clutch, that also works. And if that doesnt work you can try and double clutch into 3rd and then double clutch into 1st.