I can not say "TSU" sound.

I have a lots Japanese friend. and my girl friend also Japanese.
so i can speak Japanese little bit..
Such as ... genki, da i jyo bu, maji, mecha u ma i , arigatou, a tsu i... etc...( Wow It is a lot ! than what i expected)
But... i can't say TSU sound... Hot( a tsu i) right? and tsu mu tsu mu(game name)
When i say Tsu, All my Japanese friends laugh at me.
Actually, i also couldn't say mizu(water) i used to say miju ...anyway
Finally i can say mizu. but!
TSU

I don't know how to say TSU sound. all my friends told me that i m sayin like 'Chu'
I really don't know What is different in between i m sayin and they r sayin.
But my GF loves when i m sayin 'Tsu' she said that it sounds like baby's sound.

i really wanna fix my pronunciation. be honest...
Almost give up right now
HAHAHAHAHAHAHA