My budgie is still leery of me after a month?

not sure what I am doing wrong here,...I have had Ollie my budgie now for a month and he still does not like totally trust me..i take him with me in every room I go to..i talk to him all the time when I am here...he finally got out of his cage for the first time the other day but I had to catch him in a net to get him to go back in..he will not come to my hand for anything yet he loves his millet when i give him some..i know i need patience but is this normal for this long of time..he chirps and such when i leave the room...he looks at me when i talk to him...i am at a loss here and need some help or maybe i am just to impatient...