head straitht upwind
You should try aiming your boat straight upwind as you are setting your main.And also try to slightly tighten a mainsheet while you are doing that, so the jack lines are a bit tight. It might prevent you from hoisting a main all the way up, but once the battens pass the jack - release mainsheet to hoist it all the way and trim. I don't have a lazy jack, so I'm just guessing here...