Terri, I think you might need to try some different types of milkweed. I'm sure you will be able to find one that will grow where you are.
Your County Extension service might be of help. Also, ask other people around you if they have any growing. If they do, they will be a good source for the right kind of seeds.
Bear in mind also that milkweed plants get eaten right down to the stems when the Monarchs find them. I have it growing wild all around my back yard but seldom see the flowers for more than a few days before the voracious caterpillars eat them up. I interplant them with Gaillardia and Pentas so the bare sticks don't show too badly.