Make sure you actually have the Silk making skill :U
Don't you need Sericulture to even find silkmoths? :\
And Don't you have to put them on an herbalist table to make eggs?
EDIT: Anyway, I think once I find a male silkmoth, I'll make a crate if we don't need an herbalist table and put them in there. Do all the regular stuff, and boil half the cocoons or whatever, and keep the rest and make more eggs.