If the razor is tugging it would suggest two things. the blade isn't sharp enough or the angle of the razor against your face is wrong.
Did you use the Merkur Blade you got free with the razor? If so, this could very well be the cause of the problem as they aren't in top condition because they're just kept loose in the razor box in transit. I would suggest getting one of John's (LetterK's) blade sampler pack, you will find out which is the best blade for you out the biggest names out there.
As dfar as angle is concerned only practice and experience willl correct this, remember a DE isn't as forgivinf as the cartridge razors and you have to constantly change the angle of the razor as it passes over the contours of your face.
You should be able to get a better shave with the DE than a Mach3.
[SIZE="1"]Ah... You can't beat the cold steel and the badger. All this electrical rubbish, little wheels spinning around all over the place for callow youths and peach fluff, Not for a man's beard. Razor blades for men! I think we'll have this on number 9. If you're going to have a shave have a close one!
Tony Hancock, The Bedsitter, 1961.[/SIZE]