This depends on how big the wave is, if you cannot stand then I would recommend not going out of your depth just yet, this means you will be catching white water unless the surf is really small, get a wide floaty board an get standing up in the white water first. To paddle into a wave you need to position yourself on the board so that the nose is about 3 inches out of the water, too far forward and it will nose dive (pearl) and too far back you will never get the board planing. You talk about loosing the wave, i take it you mean stalling out of it, this may be because the board is too small for you and/or the wave dosent have enough power or steepness to propell you along. If you get or hire a nice fat board (like a bic 7ft 9 or something) you should have no problem in paddling this into waves or standing up. When you have mastered this then by all means go out (with someone) to the line up and catch some unbroken waves, this is much more fun and when you learn to steer you can go 'down the line' like you have seen other surfers do. It really helps to go out with someone who is better than yourself, they will help you to progress by telling you what you are doing wrong and what you are doing right, also its good in the way that there is someone there incase anything goes wrong.