I did not give up! Cast on 3mm needles - so there! Starting a centre out project in thin yarn and tiny needles is not for the weak of heart. But the friction of the wooden needles definitely kept the yarn on! Woo hoo!
After work I went to Needle Emporium and bought 3.5 mm wooden needles from Julie. Now to cast on again.
PS. This is the Flying Cranes stole as I took it off the needles last night. May be I shouldn't have?