Before you start cutting flowers off, check to make sure they are infact male flowers. Behind the flower itself, if it is male, there will be only a little bump of green, or possibly none at all, going straight to the stem. Female flowers will have what looks like a little tiny melon right behind the flower (no bigger than the size of a marble most likely, but much more melony than you male flowers). The stamen and pistil will also be different on each, but the bump thing is easiest to identify. If you don't have female flowers, then peachguy is absolutely right. Get rid of a lot of your male flowers and you should get female ones soon.
If you do have female flowers and they just aren't growing melons, then you may want to try pollinating by hand. Sometimes certain species will open their male and female flowers at different times of the day, because in nature this will greatly decrease cross-pollination. And sometimes bees get more interested in other plants in the area, even if you see them flying around.