>>What can I do?
The only things you can do are to work with the ig daily, have patience, work with the iguana daily, and be persistant. And did I mention work with the iguana daily, be patient and persistant? 
Another thing you can to is to contact the local herp society, herp or iguana rescue, or local reptile vets and get the names of people who are very experienced in working with untamed iguanas. Then contact them and see if one of them will come to your home to watch you work with your iguana. I've found a that a lot of people think they are doing things right (i.e., following the recommendations in my Iguana Care, Feeding & Socialization and related articles), but when I watch them, I see that they aren't - and these are the little things that can make a big difference in how your iguana perceives and responds to you. After working with the person's ig for 5-10 minutes, modeling proper approach, grabs and holds, and watching the person practice the right moves, that is often all it takes to convert a dysfunctional approach to an effective one, which can do wonders to speed things along.
But even doing everything correctly, it can still take 6-9 months until the iguana stops running from you and fussing every time you go to pick it up, so even when equipped with the right technique, you still need patience and persistance. 
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PH Meliss
Pet Hobbyist Volunteer * Iguana Forum
Iguanas for Dummies
Anapsid.org: Herp Care, Societies/Rescues, Vets, Resources