Like some of the comments say your problem seems related to the internal resistance of your power supply. All voltage sources have some internal resistance that effectively limits the amount of voltage they can deliver to a load. For example, take a look at the following circuit.
simulate this circuit – Schematic created using CircuitLab
In an ideal world, V1 would have no internal resistance. We do not live in an ideal world, so this voltage supply has an internal resistance, which I've made to be 1 ohm. In this circuit, where we have a 1k ohm load, that internal resistance has little effect on circuit performance. To calculate the voltage across the load, we can use the voltage divider equation, so Vload = V1*(Rload/(Rload+Rint)), so Vload = 1*(1000/1001) = .99 volts. So the large Rload means almost all of the voltage from V1 is appears across Vload. Internal resistance becomes a problem when Rload becomes too small.
simulate this circuit
For this circuit, Vload = 1*(1/1+1) = .5. Bad! In short, if you have a crummy voltage source (high internal resistance), use large valued resistors (1k+). You could also read about ohm's law, voltage dividers, and thevenin equivalent circuits to have a better idea of whats happening.