not maybe... you're doing it wrong if you aren't entertaining enough. What you are probably doing is you're pickpocketing them and then showing them in a manner that says "haha! I fooled you!!". If you didn't present it this way, then they'd be more willing to watch it, and be your participant for others who may not have seen it yet. Also, once you perform something for family and friends, they're pretty much out for performing it again. This includes pickpocketing, not just magic.
If you show them that you can pick their pockets once, then don't show them the same thing again. Once everyone has seen it, you've run out of people you know that you can practice on. Unless of course you find someone who is willing to be your dummy. If not, start practicing on strangers, that's the only way you'll get good. And, as I said before, do NOT give them their stuff back in a "haha! you didn't know I had this!!" sort of fashion. Check out apollo's stuff, he's very good at giving the stuff back. Here:
http://www.youtube.com/watch?v=mUDqLxqBTDg