How do I break away from someones grab? Sometimes I do it, but other times, when I really need, nothing happens.

throw, left arm leads: 1 (square)
throw, right arm leads: 2 (triangle)
throw, both arms at the same time: 1+2 (square + triangle)

Yes it's hard at first.

A great way to avoid throws is to simply crouch. You can then perform a guaranteed counterattack and inflict a portion of damage to your opponent.

Watch out for crouch throws which throw crouching opponents and throws that target characters while they are lying down. These can be also avoided by pressing either LP or RP, depending on what buttons your opponent uses to throw you.

That's what I said, and ducking throws is a bad idea, unless you don't mind getting a random d/f2 + juggle up your ass.