How can I help my new iguana warm up to me?

I just got an iguana a few days ago and it really upsets me that he doesn't seem to care for me at all. It doesn't try to bite me or anything like that, it doesn't seem aggressive but.. it just doesn't seem to care for me. When I hold it it tries it's best to escape from me most of time. For brief periods of time it will allow me to pet it's head and it'll just close its little eyes but then it tries to run away again. I want to let it explore a little but i don't think i'd be able to catch it if i did :/ Also it won't eat out of my hand. What do I do to get it to like me?