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If you mean you're losing, getting some armour and health potions will help with that.

If you mean you're defeating him but not capturing him, then you need to make sure the effect says at least 100 turns to have 100% capture chance.  Then once you've done that, you need to defeat him in battle (either via tease or damage, either way works), when you have a prison.  The prison being reinforced is probably important...  Or basically, what Ala/Oop said.

If neither of those are what the problem is then I'm not sure what the problem is.  Can you be more clear?